๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Investment decision making with index futures and index futures options

โœ Scribed by Robert Brooks

Publisher
John Wiley and Sons
Year
1989
Tongue
English
Weight
856 KB
Volume
9
Category
Article
ISSN
0270-7314

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Index futures and options and stock mark
Index futures and options and stock market volatility
โœ Pericli, Andreas; Koutmos, Gregory ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 266 KB ๐Ÿ‘ 2 views

This article has benefited from the comments and suggestions of two anonymous reviewers. ## 1 Of course, speculation based on fundamentals is likely to be stabilizing rather than destabilizing. Destabilizing speculation may be the result of noise trading (i.e., buying and selling not on the basis

A transactions data analysis of arbitrag
A transactions data analysis of arbitrage between index options and index futures
โœ Jae Ha Lee; Nandkumar Nayar ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 743 KB

We are grateful to Louis Ederington, Scott Linn, and Lee Willinger for helpful discussions. This article was presented at the 1992 F.M.A. meetings and we thank Gary Gastineau and Tom Miller for their comments. The Center for Financial Studies at the University of Oklahoma provided financial support

Estimating stock index futures volatilit
Estimating stock index futures volatility through the prices of their options
โœ Hun Y. Park; R. Stephen Sears ๐Ÿ“‚ Article ๐Ÿ“… 1985 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 714 KB

Prior to the introduction of options on the S & P 500 futures, limits were imposed on the daily changes in 'See Cox, Ingeisoll, and Ross (1981) for discussion about the differences between forward and futures contracts when interest rates are stochastic. ESTIMATING STOCK FUTURES INDEX VOI.ATII.ITY /