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Driver or driven? Market forces and future demand

✍ Scribed by Mark Allen Bernstein


Book ID
103668950
Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
226 KB
Volume
14
Category
Article
ISSN
0301-4215

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Market volatility and the demand for hed
✍ Chang, Eric; Chou, Ray Y.; Nelling, Edward F. πŸ“‚ Article πŸ“… 2000 πŸ› John Wiley and Sons 🌐 English βš– 228 KB πŸ‘ 2 views

This study examines the relation between stock market volatility and the demand for hedging in S&P 500 stock index futures contracts. Open interest is used as a proxy for hedging demand. The analysis employs unique data that identify separately the open interest of large hedgers, large speculators,