Download or read book Essays on Futures Markets and Options written by Rachid Laraqui and published by . This book was released on 1985 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays in Futures Markets written by Pattarake Sarajoti and published by . This book was released on 2002 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Futures Markets written by Jin Kun Kim and published by . This book was released on 1995 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Speculation and Futures Markets written by Da-Hsiang Donald Lien and published by . This book was released on 1986 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Futures Markets written by Luyang Fu and published by . This book was released on 2002 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on the Workings and Uses of Futures Markets written by Henry L. Bryant and published by . This book was released on 2003 with total page 143 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on the Futures Markets written by Abhay H. Abhyankar and published by . This book was released on 1995 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays in Microstructure of Futures Markets written by Ahmet Kamil Karagozoglu and published by . This book was released on 1999 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three essays on market depth in futures markets written by Alexandre Aidov and published by . This book was released on 2013 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on International Futures Markets written by Zi Ning and published by . This book was released on 2009 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Foundations of Futures Markets written by A. G. Malliaris and published by Edward Elgar Publishing. This book was released on 1999 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This selection of Professor Malliaris's work in the area of futures markets provides a comprehensive analysis of the field.

Download or read book Essays on Price Formation in Futures Markets written by Zhan Onayev and published by . This book was released on 2005 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Single Stock Futures and Options Markets written by Cuyler Lawrence Strong and published by . This book was released on 2020 with total page 141 pages. Available in PDF, EPUB and Kindle. Book excerpt: These two essays demonstrate the important role that derivative markets play in assimilating information into financial markets. In the first essay I use the 2008 short-selling ban to examine the impact of single-stock futures (SSFs) trading on options market quality. I show that there is a substitution effect between options trading and SSFs trading during the ban period. In addition, my results show that SSFs trading had a significant effect in narrowing the bid-ask spreads of options contracts. Moreover, compared to stocks without SSFs, stocks with SSFs were less likely to violate put-call parity during the ban period. My results suggest that SSFs trading helps mitigate the negative effect of the short-selling ban on options market quality documented in the literature.In the second essay I look at information flows through large option trades. The motivation comes from CNBC's "Halftime Report" which regularly covers unusual option activity, i.e., those abnormally large trades, and recommend investors to follow the "smart money". I investigate the impact of the CNBC coverage on underlying stock prices and whether investors can indeed profit by following the "smart money". I document an immediate spike in trading volume and abnormal returns at the time of the CNBC coverage, and evidence that the unusual option trades are informative of stock prices around the coverage. However, I also document a significant reversal in underlying stock prices following the CNBC coverage. Using the same criteria advocated by the CNBC commentators, I identify unusual option activities for a large sample of stocks without CNBC coverage. I confirm that the unusual option trades significantly predict underlying stock returns, but find no evidence of reversal in underlying stock prices. My findings suggest that the CNBC coverage of unusual option activity has a destabilizing effect on underlying stock prices and investors cannot profit by simply following the CNBC reporting on the "smart money".

Download or read book Three Essays in Time Series Models of Futures Markets written by Avuthu Rami Reddy and published by . This book was released on 1999 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Commodity Futures Markets written by Nan Zhao and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Commodity Futures Markets written by and published by . This book was released on 2015 with total page 115 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Essays on Returns and Volatility in Futures Markets written by John Dermot Cotter and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: