Download or read book Stock index futures arbitrage and its effects on the stock market written by John Patrick Clegg and published by . This book was released on 1986 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Volume Determination in Stock and Stock Index Futures Markets written by John Merrick and published by . This book was released on 1987 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Program Trading written by Kevin F. Winch and published by . This book was released on 1987 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stock Index Futures written by Floyd Jerome Gould and published by . This book was released on 1987 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stock Index Futures and Index Arbitrage in a Rational Expectations Model written by Anne Vila Wetherilt and published by . This book was released on 1989 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Stock Index Futures Market written by B. Thomas Byrne and published by Irwin Professional Publishing. This book was released on 1987 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Calendar Anomalies and Arbitrage written by W. T. Ziemba and published by World Scientific. This book was released on 2012 with total page 607 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk' arbitrage. A complete update of US anomalies such as the January turn-of-the year, turn-of-the-month. January barometer, sell in May and go away, holidays, days of the week, options expiry and other effects is given concentrating in the futures markets where these anomalies can be easily applied. Other effects that lend themselves to modified buy and hold cash strategies include some of these as well as presidential election, factor models based on fundamental anomalies and other effects. The ideas have been used successfully by the author in personal and managed accounts and hedge funds. Book jacket.
Download or read book Settlement Tax and Non synchronous Effects in the Basis of U K Stock Index Futures written by Michael Theobald and published by . This book was released on 1996 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Expiration Day Effects of Index Options and Futures written by Hans R. Stoll and published by . This book was released on 1987 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Effect of Futures Trading on Cash Market Volatility written by Gary Robinson and published by . This book was released on 1993 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Information Transfer Microstructures and Arbitrage in Related Stock and Futures Markets written by Allan Clement Hodgson and published by . This book was released on 1995 with total page 588 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Final Report on Stock Index Futures and Cash Market Activity During October 1987 to the U S Commodity Futures Trading Commission written by United States. Commodity Futures Trading Commission and published by . This book was released on 1988 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Calendar Anomalies And Arbitrage written by William T Ziemba and published by World Scientific. This book was released on 2012-07-25 with total page 607 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. A complete update of US anomalies such as the January turn-of-the year, turn-of-the-month, January barometer, sell in May and go away, holidays, days of the week, options expiry and other effects is given concentrating on the futures markets where these anomalies can be easily applied. Other effects that lend themselves to modified buy and hold cash strategies include the presidential election and factor models based on fundamental anomalies. The ideas have been used successfully by the author in personal and managed accounts and hedge funds.
Download or read book Stock Index Futures written by Charles M.S. Sutcliffe and published by Routledge. This book was released on 2018-01-18 with total page 844 pages. Available in PDF, EPUB and Kindle. Book excerpt: The global value of trading in index futures is about $20 trillion per year and rising and for many countries the value traded is similar to that traded on their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. Stock Index Futures 3/e contains many teaching and learning aids including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.
Download or read book Program Trading and Stock Index Arbitrage written by Linda Canina and published by . This book was released on 2008 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stock index futures and program trading are among the most important financial market innovations of the 1980s. This chapter surveys the literature and provides an overview of the somewhat controversial area of index arbitrage. We begin with a description of how index futures work, how they should be priced in equilibrium according to the acirc;not;Scost of carryacirc;not;? model, and how index arbitrage works to enforce the theoretical pricing relationship. In theory, index arbitrage is riskless, but we describe how it is affected in practice by transactions costs, execution risk, capital and short sales constraints, and the possibility of unwinding profitable trades before futures expiration. We end with a discussion of the impact of index futures and arbitrage on the volatility of the underlying stock market.
Download or read book Review of Recent Volatility in the Stock Market and the Stock Index Futures Markets written by United States. Congress. House. Committee on Agriculture. Subcommittee on Conservation, Credit, and Rural Development and published by . This book was released on 1988 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Understanding Futures Markets written by Robert W. Kolb and published by Prentice Hall. This book was released on 1991 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive reference book surveys the broad sweep of futures markets as they exist today. It explains everything from the basic mechanisms of the markets to the factors involved in pricing futures and managing futures portfolios. Current issues in this volatile area are addressed.
