cash and futures markets
Time Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E Mini Futures Markets
... index futures contracts for this study over the floor-traded counterparts for two ...index futures makes a dominant contribution to the price discovery process over the cash index (see, ...E-mini ...
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Causality, Price Discovery, and Price Forecasts: Evidence from U.S. Corn Cash and Futures Markets.
... from futures to cash prices is detected with the application of the octavariate ...that futures and regional cash price information has some parts not fully reflected in one another in the ...
102
Dynamic Spillover Effects in Futures Markets
... of futures trading significantly contribute to the forecast error variance of open ...and futures volatilities in the UK and the US, which is affected by major economic events, such as the global financial ...
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Trends in U S Cotton Basis Since 2001
... cotton cash and futures markets and highlighted the importance of market participants’ expectations about basis changes over time in production, marketing, and hedging ...of cash and ...
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The importance of developing future contracts: a case study of Iran Agricultural Commodity Exchanges
... the futures market; of course the firm has also foregone the opportunity to benefit from price ...a futures market (Du, 2004, Figiel et al ...between cash and futures ...to futures ...
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Base Metals Inventories and their Influence on Futures Markets
... as cash and future spot prices and their conditional volatility ...between futures risk premia and inventory ...shocks, futures risk premia are expected to exhibit a higher sensitivity to changes in ...
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Analyzing frequent acquires in emerging markets and futures markets linkage
... code; Cash takes the value of one if transaction made only in cash or cash and debt; Tender offer takes the value of one if the acquisition is a tender offer; Hostile takes the value of one if it is ...
131
The Futures Markets Canadian Securities Institute 1
... the cash market that will be sold at some point in the ...a futures contract on the same underlying asset which matures approximately at the time of the anticipated ...the futures market, the hedger ...
13
Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis
... the futures onset for all markets, evidence of the presence of well informed investors since the introduction of the futures ...Greek markets, with an exception for the ...capital ...
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Trading Spreads and Seasonals. Chapter 1. What Is a Spread?
... particular futures market to be moving sideways. Experts have stated that markets spend approximately 85% of their time with their prices moving sideways and not ...overall markets may be moving ...
14
Essays in the evolving European natural gas markets
... financial markets (Glosten and Milgrom, 1985; Kyle, 1985; Easley and O’Hara, 1987), according to which trading activity affects liquidity, and are also in line with the churn ratio (Figure ...
260
The US financial system, the great recession, and the “speculative spread”
... State branching deregulation between the 1970s and 1990s allowed larger banks to compete in local markets (Clark et al 2007). States allowed multi bank holding companies to convert subsidiary banks into branches. ...
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Futures Markets and the Two Dimensions of Instability in Commodity Markets: The Oil Experience
... It is argued in this paper that one must distinguish short-term price instability, associated with the functioning of commodity futures markets, and medium- term instability, associated [r] ...
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PLACEMENT AND SIZING OF DISTRIBUTED GENERATORS IN DISTRIBUTED NETWORK BASED ON LRIC AND LOAD GROWTH CONTROL
... commodity futures markets, index investors, capital inflows and commodity spot demand for the commodity futures ...commodity futures market, but there is reason to believe that the ...
8
PRICE DISCOVERY AND VOLATILITY SPILLOVERS IN INDIAN METAL COMMODITY MARKETS
... Commodity markets have an imperative role in the price stabilization of commodities and contribute incalculably to the economic development of the ...and futures prices for all sample ...and futures ...
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Regulation of Credit Derivatives Markets Lessons from Futures Markets
... Regulation – Lessons from Futures Markets 1 Some Pieces of the Financial Crisis Puzzle. Î Due to low liquidity on the interbank money market, the[r] ...
21
Study on Stock Index Futures’ Mean Reversion Effect and Arbitrage in China Based on High Frequency Data
... index futures launched on China Fi- nancial Futures Exchange (CFFE), the trading volume jumped to the biggest among all ...index futures in- cludes arbitrage, which makes a stable relationship be- ...
6
International Linkages of the Indian Commodity Futures Markets
... across markets has been mainly on the financial asset markets ...equity futures mar- ket are rapidly transmitted to other markets, whereas no single foreign market can significantly explain US ...
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Curriculum Vitae Adam Louis Schwartz, Ph.D., CFA
... U. Miss FIN 581 Options/Futures MBA/Undergrad Fall 04 4.65 U. Miss FIN 334 Intro Investments Undergrad Fall 04 4.64 U. Miss FIN 581 Options/Futures MBA/Undergrad Spring 04 4.43 U. Miss FIN 581 ...
5
BBA FN415 (18) Lect 08 Hedging Linear Risk.pptx
... is given by the beta of the cash position times its value divided by the notional of the futures contract. The quality of the hedge will depend on[r] ...
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