Tools
Sorted by:
Try your query at:
 |
 |
 |
 |
 |
 |
Results 1 - 10
of
16,849
Futures Markets
, 2006
"... This paper evaluates different hedging strategies for aluminum and copper futures contracts traded at the Shanghai Futures Exchange. In addition to usual candidates such as the traditional regression hedge ratio and the hedging strategy constructed from the conventional dynamic conditional correlati ..."
Abstract
- Add to MetaCart
correlation (DCC) model, two advanced DCC models are proposed to account for the impacts of the basis between spot and futures prices on market volatility and co-movements. Empirical results suggest that the basis has asymmetric effects on the market behaviors. Moreover, the optimal hedging strategy
on the Derivatives Futures Market
, 2009
"... Possible effects of the Department of Defense acting as a buyer on the derivatives futures market ..."
Abstract
- Add to MetaCart
Possible effects of the Department of Defense acting as a buyer on the derivatives futures market
Investor psychology and security market under- and overreactions
- Journal of Finance
, 1998
"... We propose a theory of securities market under- and overreactions based on two well-known psychological biases: investor overconfidence about the precision of private information; and biased self-attribution, which causes asymmetric shifts in investors ’ confidence as a function of their investment ..."
Abstract
-
Cited by 698 (43 self)
- Add to MetaCart
-run earnings “drift, ” but negative correlation between future returns and long-term past stock market and accounting performance. The theory also offers several untested implications and implications for corporate fi-nancial policy. IN RECENT YEARS A BODY OF evidence on security returns has presented a sharp
INDIAN FUTURES MARKET: AN ANALYSIS
"... The Indian governments efforts are directed towards the establishment of a free, fair, transparent and fully informed market with help of the Futures market, so that futures prices are truly determined by the forces of demand and supply. In the long term, the continuing rapid growth of economy in In ..."
Abstract
- Add to MetaCart
The Indian governments efforts are directed towards the establishment of a free, fair, transparent and fully informed market with help of the Futures market, so that futures prices are truly determined by the forces of demand and supply. In the long term, the continuing rapid growth of economy
The Housing Futures Market
, 2009
"... Abstract: The Chicago Mercantile Exchange (CME) in May 2006 began trading housing futures contracts and options, in response to the growing concern with housing risk. This paper reviews the development and operation of the CME housing futures market. The findings indicate that speculators earn sign ..."
Abstract
- Add to MetaCart
Abstract: The Chicago Mercantile Exchange (CME) in May 2006 began trading housing futures contracts and options, in response to the growing concern with housing risk. This paper reviews the development and operation of the CME housing futures market. The findings indicate that speculators earn
WAGES, EMPLOYMENT AND FUTURES MARKETS *
"... This paper places the competitive firm under output price uncertainty in a standard efficiency wage model, wherein the work effort of labor depends on the wage rate set by the firm. Irrespective of the availability of a commodity futures market, we show that the Solow condition holds in that the equ ..."
Abstract
- Add to MetaCart
This paper places the competitive firm under output price uncertainty in a standard efficiency wage model, wherein the work effort of labor depends on the wage rate set by the firm. Irrespective of the availability of a commodity futures market, we show that the Solow condition holds
THE ROLE OF OBSERVABILITY IN FUTURES MARKETS **
, 2001
"... Allaz and Vila (1993) show that oligopolistic industries may become more competitive if a futures market is added previous to the spot market. Later, Hughes and Kao (1997) show that this result occurs only if positions in the futures market are observed, and that without this condition the result is ..."
Abstract
-
Cited by 2 (1 self)
- Add to MetaCart
Allaz and Vila (1993) show that oligopolistic industries may become more competitive if a futures market is added previous to the spot market. Later, Hughes and Kao (1997) show that this result occurs only if positions in the futures market are observed, and that without this condition the result
Hedging pressure effects in futures markets
- Journal of Finance
, 2000
"... We present a simple model implying that futures risk premia depend on both ownmarket and cross-market hedging pressures. Empirical evidence from 20 futures markets, divided into four groups ~financial, agricultural, mineral, and currency! indicates that, after controlling for systematic risk, both t ..."
Abstract
-
Cited by 62 (1 self)
- Add to MetaCart
We present a simple model implying that futures risk premia depend on both ownmarket and cross-market hedging pressures. Empirical evidence from 20 futures markets, divided into four groups ~financial, agricultural, mineral, and currency! indicates that, after controlling for systematic risk, both
Commodity Futures Market By
"... Results from previous studies testing for under-reaction and overreaction in the commodity futures market are mixed and inconclusive. Using a data of more than 20 categories of future contacts ranging from agricultural, metal and energy, we have found significant evidence of under-reaction in food a ..."
Abstract
- Add to MetaCart
Results from previous studies testing for under-reaction and overreaction in the commodity futures market are mixed and inconclusive. Using a data of more than 20 categories of future contacts ranging from agricultural, metal and energy, we have found significant evidence of under-reaction in food
POTATOES FUTURES MARKET’:
, 1976
"... The relationship between the storage of potatoes and the carrying charges reflected on the futures market for Maine potatoes gives rise to a situation m which the observed facts do not seem to agree with the accepted theory. The theory regarding].ntertemporal price relationships based on the work of ..."
Abstract
- Add to MetaCart
The relationship between the storage of potatoes and the carrying charges reflected on the futures market for Maine potatoes gives rise to a situation m which the observed facts do not seem to agree with the accepted theory. The theory regarding].ntertemporal price relationships based on the work
Results 1 - 10
of
16,849
