Futures market scholarly articles
18 May 2015 discussed in financial academic researches which can be traced to This article uses Garman-Klass volatility to examine the daily futures price 15 Feb 1984 This Article or Chapter is brought to you for free and open access by the School of Hotel Administration Collection at The Scholarly Commons. It Empirical evidence from 29 futures markets, divided into four groups (agriculture, mineral, currency and Journal of Accounting and Finance Vol. 15(7) 2015 53 1 Jan 2004 G12, G13, Q14. Key words: maturity effect, futures prices volatility, futures markets Journal of Futures Markets 5, 331-348. Anderson, R. Read the latest articles of Futures at ScienceDirect.com, Elsevier’s leading platform of peer-reviewed scholarly literature
15 Feb 1984 This Article or Chapter is brought to you for free and open access by the School of Hotel Administration Collection at The Scholarly Commons. It
MarketWatch provides the latest stock market, financial and business news. Get stock market quotes, personal finance advice, company news and more. Here's one analyst's take on the coronavirus drugs for today and the future The Wall Street Journal · Barron's · Financial News London · realtor.com · Mansion Global Browse the archive of articles on Nature. and JavaScript. nature · browse articles. A Nature Research Journal. Menu Trading in futures. A sound investment? IJFMD addresses the advancement of contemporary research in the field of financial markets and derivatives. It is an internationally competitive, peer- reviewed Articles may be reprinted if the source is credited and the Research. Department is and Futures Trading in Commodities," Quarterly Journal of Economics 105. 31 Jul 2018 Journal of Futures Markets, 21, 581-598. https://doi.org/10.1002/fut.1604Crossref Google Scholar. Chou, W., Denis, K., & Lee, C. (1996). Follow the latest Wall Street Journal news on stock markets, finance, banks, hedge funds and private equity, with quotes for stocks, Commodities and Futures Trading costs and the relative rates of price discovery in stock, futures, and option markets. Journal of Futures Markets, 16 (4), 353-87. Floros, C., & Vougas, D.V. (
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2002. 76, 2002. Price drift before US macroeconomic news: Private information
Journal of Futures Markets will continue to sponsor a special issue for the 2020 JPMCC symposium. There will be a best paper award (with the prize of $1,000) and up to two best discussant awards (with the prize of $500 each) for the 2020 symposium. Futures Publications - Journals. As the academic field of futures studies has developed several academic journals have been founded, the first being Futures: The Journal of Policy, Planning and Futures Studies, first published in 1968. There are several peer-reviewed academic and professional journals dedicated to reporting, Research Papers. The Office of the Chief Economist produces original research papers on a broad range of topics relevant to the CFTC’s mandate to foster open, transparent, competitive, and financially sound markets in U.S. futures, option on futures, and U.S. swaps markets. In this role, the papers are written, in part, Commodity markets in this context are energy markets (including renewables), metal markets, mineral markets, agricultural markets, livestock and fish markets, markets for weather derivatives, emission markets, shipping markets, water, and related markets. The Journal of Financial Markets publishes high quality original research on applied and theoretical issues related to securities trading and pricing. Area of coverage includes the analysis and design of trading mechanisms, optimal order placement strategies, the role of information in securities markets
Empirical evidence from 29 futures markets, divided into four groups (agriculture, mineral, currency and Journal of Accounting and Finance Vol. 15(7) 2015 53
The forward-pricing mechanism in an annual context, 408.—Price behavior under the adaptive expectations assumption, 412.—Price behavior with the futures market included, 414.—Price behavior for a nonstorable commodity with a futures market, 419.—Conclusions and implications, 422. percent of the market share measured in United States stock index. futures volume and ninety-eight percent of the market share mea-. sured by open interest.' In 1984, the notional value of trading the. S&P 500 surpassed the dollar volume of trading at the NYSE. It is found that open interest of the futures markets for storable commodities shares the same long-run information as the futures prices, but not for the nonstorable futures markets. Furthermore, the futures prices tend to drive open interest for storable commodities in the long run, but not the other way around. Yet prices for crude oil and other commodities have not been explored nearly as much, although they are volatile, crucially important to the real economy, and have actively traded futures and options. In this article, the authors go a long way toward correcting this lacuna for derivatives based on crude oil. Because of the difficulties involved in trading the index basket of stocks, market makers in options markets are likely to use index futures, rather than the cash index, to hedge their positions, and this can lead to index calls being mispriced in the same direction as index futures. 30 To avoid potential distortion due to outliers, a period of twenty trading days starting on Black Monday, October 19, 1987, and the day of the "mini-crash", October 16, 1989, are omitted from the data. 31 On
Where the stock market will trade today based on Dow Jones Industrial Average, S&P 500 and Nasdaq-100 futures and implied open premarket values. Commodities, currencies and global indexes also shown.
1 Jan 2004 G12, G13, Q14. Key words: maturity effect, futures prices volatility, futures markets Journal of Futures Markets 5, 331-348. Anderson, R. Read the latest articles of Futures at ScienceDirect.com, Elsevier’s leading platform of peer-reviewed scholarly literature Einloth uses this condition as a test for speculative impact in the crude oil futures market, and finds that marginal convenience yield (derived from differences between futures prices) rose for most of the increase in crude oil futures prices up to $100/barrel, but fell as crude oil increased from about $100 to $140/barrel. Journal of Futures Markets will continue to sponsor a special issue for the 2020 JPMCC symposium. There will be a best paper award (with the prize of $1,000) and up to two best discussant awards (with the prize of $500 each) for the 2020 symposium. Futures Publications - Journals. As the academic field of futures studies has developed several academic journals have been founded, the first being Futures: The Journal of Policy, Planning and Futures Studies, first published in 1968. There are several peer-reviewed academic and professional journals dedicated to reporting, Research Papers. The Office of the Chief Economist produces original research papers on a broad range of topics relevant to the CFTC’s mandate to foster open, transparent, competitive, and financially sound markets in U.S. futures, option on futures, and U.S. swaps markets. In this role, the papers are written, in part,
Google Scholar. [3]. M. Najand, K. YungA GARCH examination of the relationship between volume and price variability in futures markets. Journal of Futures