๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A Model of Returns and Trading in Futures Markets

โœ Scribed by Harrison Hong

Book ID
108502943
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
385 KB
Volume
55
Category
Article
ISSN
0022-1082

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Interdealer trading in futures markets
Interdealer trading in futures markets
โœ Peter R. Locke; Pattarake Sarajoti ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 153 KB

## Abstract Trading amongst dealers on the floor of the futures exchange is examined. Since there is only one trading venue, the common floor area, trading between dealers is carried on in the presence of trades involving customer orders as well, offering a unique setting for testing the effect of

Insider trading in futures markets: A di
Insider trading in futures markets: A discussion
โœ Stephen J. Dinehart ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 585 KB

The Gold Room, Kinahan Cornwallis (1879 p. 5) oncern regarding "insider trading" in the futures markets has been voiced over C the past decade. ' The Securities and Exchange Commission7s (SEC) emphasis on insider trading in recent years and the discussion of regulatory parity between the futures and

Determinants of trading volume in future
Determinants of trading volume in futures markets
โœ Terrence F. Martell; Avner S. Wolf ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 674 KB

his article empirically examines the determinants of volume in metal futures T markets. First, a theoretical model is developed. Based on the assumption that the trading agents can be divided into two groups, speculators and hedgers, it is found that volume can be represented as a function of inter-

Futures trading liquidity: An applicatio
Futures trading liquidity: An application of a futures trading model
โœ Ronald W. Ward; Robert M. Behr ๐Ÿ“‚ Article ๐Ÿ“… 1983 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 607 KB

iquidity" in futures markets is a generally accepted term for the relative "L ease of entry into and exit from market commitments. Price distortions may occur when markets are illiquid, forcing traders to pay premiums or accept discounts in order to establish or close out futures positions. Two rela

After-hours trading in equity futures ma
After-hours trading in equity futures markets
โœ Mardi Dungey; Luba Fakhrutdinova; Charles Goodhart ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 150 KB

## Abstract Although it is well known that electronic futures data absorb news (slightly) in advance of spot markets the role of the electronic futures movement in outโ€ofโ€hours trading has not previously been explored. The behavior of the 24โ€hour trade in the S&P 500 and NASDAQ 100 futures market r