𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Economic Significance of the Predictable Movements in Futures Returns

✍ Scribed by Joelle Miffre

Book ID
108557593
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
174 KB
Volume
31
Category
Article
ISSN
0391-5026

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Forecasting futures returns in the prese
Forecasting futures returns in the presence of price limits
✍ Arie Harel; Giora Harpaz; Joseph Yagil πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 119 KB

## Abstract In a futures market with a daily price‐limit rule, trading occurs only at prices within limits determined by the previous day's settlement price. Price limits are set in dollars but can be expressed as return limits. When the daily return limit is triggered, the true equilibrium futures

Economic considerations in the use of in
Economic considerations in the use of interest rate futures
✍ Charles T. Franckle; Andrew J. Senchack Jr. πŸ“‚ Article πŸ“… 1982 πŸ› John Wiley and Sons 🌐 English βš– 627 KB

n order to effectively use the interest rate futures markets for hedging, two distinct types of hedges need to be recognized: One involves an existing position in the cash market; the other is where a cash position has not been taken but is expected to be taken in the future. The former situation ma

The informational role of end-of-the-day
The informational role of end-of-the-day returns in stock index futures
✍ Anthony F. Herbst; Edwin D. Maberly πŸ“‚ Article πŸ“… 1992 πŸ› John Wiley and Sons 🌐 English βš– 439 KB

The S&P 500 futures price is referred to as the futures price. All prices are recorded at Eastern Standard Time. S&P's monthly "500 Information Bulletin" reports an opening price for the S&P 500 index. However, this price is the index price recorded one minute after the NYSE opens and contains many