Does Futures Trading Increase Stock Market Volatility
DOWNLOAD
Download Does Futures Trading Increase Stock Market Volatility PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Does Futures Trading Increase Stock Market Volatility book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Does Futures Trading Increase Stock Market Volatility
DOWNLOAD
Author : Eric C. Chang
language : en
Publisher:
Release Date : 1995
Does Futures Trading Increase Stock Market Volatility written by Eric C. Chang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with categories.
Does Index Futures Trading Increase The Volatility Of The Stock Market
DOWNLOAD
Author : Wen-Yuan Cho
language : en
Publisher:
Release Date : 2001
Does Index Futures Trading Increase The Volatility Of The Stock Market written by Wen-Yuan Cho and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Stock exchanges categories.
Derivatives And Hedge Funds
DOWNLOAD
Author : Stephen Satchell
language : en
Publisher: Springer
Release Date : 2016-05-18
Derivatives And Hedge Funds written by Stephen Satchell and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-05-18 with Science categories.
Over the last 20 years hedge funds and derivatives have fluctuated in reputational terms; they have been blamed for the global financial crisis and been praised for the provision of liquidity in troubled times. Both topics are rather under-researched due to a combination of data and secrecy issues. This book is a collection of papers celebrating 20 years of the Journal of Derivatives and Hedge Funds (JDHF). The 18 papers included in this volume represent a small sample of influential papers included during the life of the Journal, representing industry-orientated research in these areas. With a Preface from co-editor of the journal Stephen Satchell, the first part of the collection focuses on hedge funds and the second on markets, prices and products.
Asset Pricing Real Estate And Public Finance Over The Crisis
DOWNLOAD
Author : A. Carretta
language : en
Publisher: Springer
Release Date : 2013-02-03
Asset Pricing Real Estate And Public Finance Over The Crisis written by A. Carretta and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-02-03 with Business & Economics categories.
The current financial crisis started from the US real estate market and after, though the increase of risk premium requested by investors and due to the lack of liquidity of all financial markets, it became a world financial crisis. A detailed analysis during the crisis focuses attention on asset management, the real estate and public sector.
The Effect Of Futures Trading On Cash Market Volatility
DOWNLOAD
Author : Gary Robinson
language : en
Publisher:
Release Date : 1993
The Effect Of Futures Trading On Cash Market Volatility written by Gary Robinson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Finance categories.
Futures Trading Impact On Stock Market Volatility And Hedging Efficiency
DOWNLOAD
Author : Chandra Bhola
language : en
Publisher: Ary Publisher
Release Date : 2023-06-10
Futures Trading Impact On Stock Market Volatility And Hedging Efficiency written by Chandra Bhola and has been published by Ary Publisher this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-06-10 with categories.
This study investigates the impact of futures trading on stock market volatility and hedging efficiency, focusing on the S&P CNX Nifty index and select stocks in India. By conducting a comprehensive analysis, this research aims to examine the relationship between futures trading activity and its influence on market volatility and the effectiveness of hedging strategies. The study utilizes empirical methods to evaluate the effects of futures trading on stock market volatility. It analyzes the S&P CNX Nifty index, which represents the broader market, and specific individual stocks to understand how futures trading impacts price fluctuations and overall market stability. Furthermore, the research assesses the hedging efficiency of futures contracts as risk management tools. It examines whether investors can effectively hedge their positions and reduce portfolio risk through futures trading. By evaluating the effectiveness of hedging strategies in the context of the Indian stock market, this study provides valuable insights for market participants. Overall, this study delves into the impact of futures trading on stock market volatility and hedging efficiency in India. By examining the S&P CNX Nifty index and select stocks, it aims to shed light on the relationship between futures trading and market dynamics. The findings contribute to the understanding of risk management practices and assist investors in making informed decisions related to hedging strategies in the Indian stock market.
Regulatory Reform Of Stock And Futures Markets
DOWNLOAD
Author : Franklin R. Edwards
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Regulatory Reform Of Stock And Futures Markets written by Franklin R. Edwards and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
Understanding Volatility The Case Of The Introduction Of Futures Trading In The National Stock Exchange India
DOWNLOAD
Author : Saurabh Kumar
language : en
Publisher:
Release Date : 2002
Understanding Volatility The Case Of The Introduction Of Futures Trading In The National Stock Exchange India written by Saurabh Kumar and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with categories.
This project attempts to investigate the effect of the introduction of Futures trading in the National Stock Exchange, India (NSE) and get insights into the effect upon the volatility of the NSE. The underlying spot market volatility is estimated using symmetric GARCH methods. Any increase in stock market volatility that has followed the onset of futures trading has generally been taken as justifying the traditional view that the introduction of futures markets induces destabilizing speculation. This has led to calls for greater regulation to minimise any detrimental effects. An alternative view is that futures markets provide an additional route by which information can be transmitted, and, therefore, increased spot market volatility may simply be a consequence of the more frequent arrival, and more rapid processing of information. Thus, futures trading may be fully consistent with efficiently functioning markets.This paper attempts to investigate the change, if any, in the volatility observed in the Indian stock market due to the introduction of futures trading. The change in the volatility is compared not only in absolute levels of volatility but also in terms of the structure of the volatility. This is done to give insights into the way the futures market is influencing the Indian spot market's volatility.
Price Effects Of Financial Futures Trading
DOWNLOAD
Author : David Cohen
language : en
Publisher:
Release Date : 1982
Price Effects Of Financial Futures Trading written by David Cohen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with Commodity exchanges categories.
There has been much concern voiced over the possible spot market volatility effects of the new financial futures markets, particularly in a study by the Federal Reserve Board and the Treasury Department regarding Treasury instrument futures markets. This study is designed to provide evidence on the spot price volatility effects of futures trading in 90-day Treasury Bills, The method of analysis is to first identify periods of time that are roughly similar in their overall capital market volatility, but differ in that one period is before TBill futures trading began and its comparable period is after TBill futures trading began. Next several econometric techniques are used to estimate models of interest rate determination. The estimation produces measures of spot TBill rate volatility for each of the comparable periods which are then used in a pairwise fashion to ascertain the spot price volatility effects of futures trading. The interest rate models come from the rather large body of macroeconomics literature dealing with the formation of interest rates. The econometric techniques span different assumptions imposed on the models and each technique provides consistent estimates of the model parameters under the stated conditions. Further, simple analysis of daily and weekly TBill rates is performed to provide continuity with studies of futures market spot price effects in other commodities. The results of all the statistical tests suggest that Treasury Bill futures trading does not increase spot market volatility during relatively stable periods of capital market activity, but is associated with increased spot Treasury Bill market volatility during times when overall capital market conditions are volatile. These results indicate that Treasury Bill futures trading alone does not increase spot market volatility, contrary to the hypothesis that simply the existence of financial futures trading destabilizes the underlying spot market.
Futures Trading Activity And Stock Price Volatility
DOWNLOAD
Author : Hendrik Bessembinder
language : en
Publisher:
Release Date : 1992
Futures Trading Activity And Stock Price Volatility written by Hendrik Bessembinder and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Futures categories.