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Stock index futures hedging in the emerging Malaysian market

✍ Scribed by Wee Ching Pok; Sunil S. Poshakwale; J.L. Ford


Book ID
116511883
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
338 KB
Volume
20
Category
Article
ISSN
1044-0283

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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,