Efficiency and Price Discovery in the Stock and Index Futures Markets

Efficiency and Price Discovery in the Stock and Index Futures Markets
Author :
Publisher :
Total Pages : 258
Release :
ISBN-10 : OCLC:17223038
ISBN-13 :
Rating : 4/5 (38 Downloads)

Book Synopsis Efficiency and Price Discovery in the Stock and Index Futures Markets by : Mario Gabriel C. Reyes

Download or read book Efficiency and Price Discovery in the Stock and Index Futures Markets written by Mario Gabriel C. Reyes and published by . This book was released on 1987 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Efficiency and Price Discovery in the Stock and Index Futures Markets Related Books

Efficiency and Price Discovery in the Stock and Index Futures Markets
Language: en
Pages: 258
Authors: Mario Gabriel C. Reyes
Categories: Commodity exchanges
Type: BOOK - Published: 1987 - Publisher:

DOWNLOAD EBOOK

Price Discovery and Information Transmission in Stock Index Futures and Spot Markets
Language: en
Pages: 24
Authors: Wentao Zhou
Categories:
Type: BOOK - Published: 2016 - Publisher:

DOWNLOAD EBOOK

Using daily data, this paper empirically investigates the price discovery and information transmission in China's stock index futures and spot markets based on
Are Tightened Trading Rules Always Bad? Evidence from the Chinese Index Futures Market
Language: en
Pages: 38
Authors: Hai Lin
Categories:
Type: BOOK - Published: 2018 - Publisher:

DOWNLOAD EBOOK

This paper investigates the impact of tightened trading rules on the market efficiency and the price discovery function of Chinese stock index futures in 2015.
Behavioral Finance
Language: en
Pages: 0
Authors: Lucy F. Ackert
Categories: Investments
Type: BOOK - Published: 2010 - Publisher: South Western Educational Publishing

DOWNLOAD EBOOK

The book begins by building upon the established, conventional principles of finance that you've have already learned in your principles course. The authors the
Price Discovery in Indian Stock Index Futures Market
Language: en
Pages:
Authors: Sarveshwar Inani
Categories:
Type: BOOK - Published: 2015 - Publisher:

DOWNLOAD EBOOK

The purpose of this study is to revisit price discovery process in Indian stock market for spot and futures of S&P CNX Nifty, by using high-frequency data to ga