𝔖 Bobbio Scriptorium
✦   LIBER   ✦

New Evidence on the Impact of Index Funds in U.S. Grain Futures Markets

✍ Scribed by Dwight R. Sanders; Scott H. Irwin


Book ID
111332548
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
166 KB
Volume
59
Category
Article
ISSN
0008-3976

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Trading activity in stock index futures
✍ Yu Chuan Huang πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 160 KB

## Abstract This study investigates the trading activity of the Taiwan Futures Exchange (TAIFEX) and Singapore Exchange Derivatives Trading Limited (SGX‐DT) Taiwan Stock Index Futures markets by analyzing the intraday patterns of volume and volatility. In addition, the market closure theory, which

Regime switching in stock index and futu
✍ Angelos Kanas πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 95 KB

## Abstract Using a time‐varying regime‐switching vector error correction approach, we find strong evidence that the NIKKEI stock index cash and futures prices are jointly characterized by regime switching, which is time‐varying and dependent upon the basis, the interest rate, the volatility of the