Download or read book Testing Efficiency of the Market for Trading U S Treasury Bill Futures written by Benny En-Hai Yu and published by . This book was released on 1979 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Empirical Test of Market Efficiency in Trading Treasury Bill Futures written by Anna Maria Spilker and published by . This book was released on 1977 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book THE U S TREASURY BILL FUTURES MARKET AND HYPOTHESES REGARDING THE TERM STRUCTURE OF INTEREST RATES written by BRIAN G. CHOW AND DAVID J. BROPHY and published by . This book was released on 1978 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Efficiency Tests of Options on Treasury Bond Futures Contracts at the Chicago Board of Trade written by Edward C. Blomeyer and published by . This book was released on 1999 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This study is an ex-ante and ex-post test of market efficiency for the options on Treasury bond futures contracts traded on the Chicago Board of Trade. All options and future contracts price changes were examined from market inception, in October 1982, through the middle of June 1983 for violations of put-call parity and long box spread arbitrage opportunities. Out of 81,338 option price changes, 891 changes provided ex-post arbitrage opportunities with average ex-ante profits of $54 per trade for put-call parity strategies and $117 per trade for long box spread strategies. Ex-ante profit opportunities were largest in the early months of trading and had almost disappeared by June 1983.

Download or read book Efficiency Tests of Options on Treasury Bond Futures at the Chicago Board of Trade written by James Cleveland Boyd and published by . This book was released on 1984 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract.

Download or read book Efficiency Tests of Options on Treasury Bond Futures at the Chicago Board of Trade written by James Cleveland Boyd and published by . This book was released on 1984 with total page 159 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Intra day Tests of the Efficiency of the Treasury Bill Futures Market written by Edwin J. Elton and published by . This book was released on 1982 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Margin Requirements for Transactions in Financial Instruments written by United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs and published by . This book was released on 1980 with total page 868 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Technical Analysis of the Financial Markets written by John J. Murphy and published by Penguin. This book was released on 1999-01-01 with total page 579 pages. Available in PDF, EPUB and Kindle. Book excerpt: John J. Murphy has updated his landmark bestseller Technical Analysis of the Futures Markets, to include all of the financial markets. This outstanding reference has already taught thousands of traders the concepts of technical analysis and their application in the futures and stock markets. Covering the latest developments in computer technology, technical tools, and indicators, the second edition features new material on candlestick charting, intermarket relationships, stocks and stock rotation, plus state-of-the-art examples and figures. From how to read charts to understanding indicators and the crucial role technical analysis plays in investing, readers gain a thorough and accessible overview of the field of technical analysis, with a special emphasis on futures markets. Revised and expanded for the demands of today's financial world, this book is essential reading for anyone interested in tracking and analyzing market behavior.

Download or read book The Money Market written by Marcia L. Stigum and published by McGraw-Hill Professional Publishing. This book was released on 1983 with total page 764 pages. Available in PDF, EPUB and Kindle. Book excerpt: **** The first edition (1978) is cited in BCL3 (the 1983 edition was not noticed by the editors?). This is the standard reference on the subject, updated to cover developments since 1983. New or substantially revised chapters cover interest-rate swaps, medium-term notes (including bank deposit notes) futures (Treasury and Euro), options, loan-participation sales, banking (domestic and Euro), and the commercial paper market. Annotation copyrighted by Book News, Inc., Portland, OR

Download or read book Rational Expectations and Efficiency in Futures Markets written by Barry Goss and published by Routledge. This book was released on 2005-10-09 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: Do traders in futures markets make use of all relevant information and is this reflected in prices? This collection of original essays by a team of international economists considers these and other questions central to futures markets.

Download or read book Financial Market Analysis written by David Blake and published by John Wiley & Sons. This book was released on 1999-10-07 with total page 759 pages. Available in PDF, EPUB and Kindle. Book excerpt: The eagerly awaited second edition of this highly successful book has been greatly expanded from 400 to over 700 pages and contains new material on value at risk, speculative bubbles, volatility effects in financial markets, chaos and neural networks. Financial Market Analysis deals with the composition of financial markets and the analysis and valuation of traded securities. It describes the use of securities both in constructing and managing portfolios and in contributing to portfolio performance. Particular attention is paid to new types of investment product, different portfolio management strategies, speculation, arbitrage and risk management strategies and to financial market failure. Financial Market Analysis is an essential text for all finance-related degree courses at undergraduate, postgraduate, and MBA level. It also provides a useful source of reference for financial institutions and professionals in the financial markets.

Download or read book Investments Portfolio theory and asset pricing written by Edwin J. Elton and published by MIT Press. This book was released on 1999 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of articles in investment and portfolio management spans the thirty-five-year collaborative effort of two key figures in finance. Each of the nine sections begins with an overview that introduces the main contributions of the pieces and traces the development of the field. Each volume contains a foreword by Nobel laureate Harry Markowitz. Volume I presents the authors' groundbreaking work on estimating the inputs to portfolio optimization, including the analysis of alternative structures such as single and multi-index models in forecasting correlations; portfolio maximization under alternative specifications for return structures; the impact of CAPM and APT in the investment process; and taxes and portfolio composition. Volume II covers the authors' work on analysts' expectations; performance evaluation of managed portfolios, including commodity, stock, and bond portfolios; survivorship bias and performance persistence; debt markets; and immunization and efficiency.

Download or read book Debt Markets and Analysis written by R. Stafford Johnson and published by John Wiley & Sons. This book was released on 2013-03-18 with total page 720 pages. Available in PDF, EPUB and Kindle. Book excerpt: An accessible guide to the essential elements of debt markets and their analysis Debt Markets and Analysis provides professionals and finance students alike with an exposition on debt that will take them from the basic concepts, strategies, and fundamentals to a more detailed understanding of advanced approaches and models. Strong visual attributes include consistent elements that function as additional learning aids, such as: Key Points, Definitions, Step-by-Step, Do It Yourself, and Bloomberg functionality Offers a solid foundation in understanding the complexities and subtleties involved in the evaluation, selection, and management of debt Provides insights on taking the ideas covered and applying them to real-world investment decisions Engaging and informative, Debt Markets and Analysis provides practical guidance to excelling at this difficult endeavor.

Download or read book An Empirical Analysis of the Treasury Bond Futures Market written by Karin Peterson LaBarge and published by . This book was released on 1986 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Review of Research in Futures Markets written by and published by . This book was released on 1993 with total page 802 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consists of the proceedings of seminars on futures markets held by the Chicago Board of Trade.

Download or read book Computational Science ICCS 2007 written by Yong Shi and published by Springer. This book was released on 2007-07-14 with total page 1294 pages. Available in PDF, EPUB and Kindle. Book excerpt: Part of a four-volume set, this book constitutes the refereed proceedings of the 7th International Conference on Computational Science, ICCS 2007, held in Beijing, China in May 2007. The papers cover a large volume of topics in computational science and related areas, from multiscale physics to wireless networks, and from graph theory to tools for program development.