Stock Index Futures Trading And Volatility In International Equity Markets PDF Download
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Author | : Huseyin Gulen |
Publisher | : |
Total Pages | : 50 |
Release | : 1999 |
Genre | : |
ISBN | : |
Download Stock index futures trading and volatility in international equity markets Book in PDF, ePub and Kindle
Author | : Charles M.S. Sutcliffe |
Publisher | : Routledge |
Total Pages | : 534 |
Release | : 2018-01-18 |
Genre | : Business & Economics |
ISBN | : 1351148559 |
Download Stock Index Futures Book in PDF, ePub and Kindle
The global value of trading in index futures is about $20 trillion per year and rising and for many countries the value traded is similar to that traded on their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. Stock Index Futures 3/e contains many teaching and learning aids including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.
Author | : Tomasz Miziołek |
Publisher | : Springer Nature |
Total Pages | : 388 |
Release | : 2020-09-23 |
Genre | : Business & Economics |
ISBN | : 3030538648 |
Download International Equity Exchange-Traded Funds Book in PDF, ePub and Kindle
This book presents the economic foundation of international equity investments providing a practical guide to invest in international equity exchange-traded funds (ETFs). It shows how to gain exposure to foreign stock markets through both theoretical foundations of international diversification and in-depth characteristics of global, regional, country-specific, and international sector/thematic ETFs. Unlike other books in the field which broadly discuss different aspects of the ETF market, this book explores one specific market segment, offering the first in-depth and state-of-the-art analysis of international equity ETFs and including, in particular, ETFs with global, regional, single-country, and international sector/thematic exposures. The number and variety of such financial instruments are constantly growing. Hence, it seems obvious that there is an urgent need for a book that will help investors who are willing to diversify their portfolios outside the domestic market—in both developed and emerging/frontier markets. International Equity Exchange-Traded Funds presents a comprehensive review of investment possibilities offered by international ETFs for stock market investors.
Author | : United States. Congress. House. Committee on Agriculture. Subcommittee on Conservation, Credit, and Rural Development |
Publisher | : |
Total Pages | : 104 |
Release | : 1988 |
Genre | : Stock exchanges |
ISBN | : |
Download Review of Recent Volatility in the Stock Market and the Stock Index Futures Markets Book in PDF, ePub and Kindle
Author | : John Millers |
Publisher | : McGraw-Hill Companies |
Total Pages | : 264 |
Release | : 1992 |
Genre | : Business & Economics |
ISBN | : |
Download Stock Index Options and Futures Book in PDF, ePub and Kindle
Author | : Gary Robinson |
Publisher | : |
Total Pages | : |
Release | : 1998 |
Genre | : |
ISBN | : |
Download The Effect of Futures Trading on Cash Market Volatility Book in PDF, ePub and Kindle
The stock market crash of October 1987 and the growing importance of index arbitrage and portfolio insurance helped to focus the attention of academics, practitioners and regulators on the possibly destabilising role of equity index futures on the underlying cash market. Although theoretical evidence on this question is somewhat ambiguous, empirical evidence, relating particularly to US markets, has been less equivocal: typically, no significant effect of futures trading has been found. This paper presents an analysis of daily stock price volatility on the London Stock Exchange for the period 1980-93. The measure of volatility produced is appropriate, given the distribution of returns and the time-varying nature of stock price volatility, and changes in monetary policy regime. The impact of futures on stock price volatility is measured within an augmented ARCH framework and the principal result is striking: rather than increasing volatility, index futures contracts are found to have reduced volatility significantly by around 17%.
Author | : B. Thomas Byrne |
Publisher | : Irwin Professional Publishing |
Total Pages | : 380 |
Release | : 1987 |
Genre | : Business & Economics |
ISBN | : |
Download The Stock Index Futures Market Book in PDF, ePub and Kindle
Author | : Eric C. Chang |
Publisher | : |
Total Pages | : 60 |
Release | : 1995 |
Genre | : |
ISBN | : |
Download Does Futures Trading Increase Stock Market Volatility? Book in PDF, ePub and Kindle
Author | : A. Loosigian |
Publisher | : Addison Wesley Publishing Company |
Total Pages | : 264 |
Release | : 1985-01-21 |
Genre | : Business & Economics |
ISBN | : |
Download Stock Index Futures Book in PDF, ePub and Kindle
Author | : David Lerman |
Publisher | : John Wiley & Sons |
Total Pages | : 337 |
Release | : 2002-07-01 |
Genre | : Business & Economics |
ISBN | : 0471217905 |
Download Exchange Traded Funds and E-Mini Stock Index Futures Book in PDF, ePub and Kindle
Shows how to use both ETFs and E-Minis for high-powered results Exchange Traded Funds (ETFs) are a remarkable new tool for trading and investing in broad market segments or narrow sectors. ETF trading volume and asset growth continue to soar at record levels. Ideal for speculating in and hedging as well as long-term investing in the broader markets, these index products work together to diversify and balance any global portfolio. Now, one of the top executives (and experts) in the industry reveals the intricacies of the products, how to use them, and what the future holds. Readers will get sample index portfolios and strategies for all market participants--ranging from the short-term trader to the long-term investor; and from the risk taker to the conservative investor. David Lerman (Chicago, IL) is the Senior Director of Equity Index Products Marketing at the Chicago Mercantile Exchange. He has traveled around the globe on behalf of the CME, giving seminars and workshops to retail and institutional audiences, including pension funds, corporations, banks and brokers on risk management/trading using equity index futures and options.