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Author : Zaheer Abdulla
Publisher :
ISBN 13 :
Total Pages : 122 pages
Book Rating : 4.:/5 (87 download)
Download or read book The Effect of Futures Trading on the Volatility of the Underlying Share Price written by Zaheer Abdulla and published by . This book was released on 2009 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gary Robinson
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.3/5 ( download)
Download or read book The Effect of Futures Trading on Cash Market Volatility written by Gary Robinson and published by . This book was released on 1993 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Allan Hodgson
Publisher :
ISBN 13 : 9780858348332
Total Pages : 21 pages
Book Rating : 4.3/5 (483 download)
Download or read book The Effects of Futures Trading on Stock Market Volatility written by Allan Hodgson and published by . This book was released on 1989 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Colin Bennett
Publisher :
ISBN 13 : 9781461108757
Total Pages : 316 pages
Book Rating : 4.1/5 (87 download)
Download or read book Trading Volatility written by Colin Bennett and published by . This book was released on 2014-08-17 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: This publication aims to fill the void between books providing an introduction to derivatives, and advanced books whose target audience are members of quantitative modelling community. In order to appeal to the widest audience, this publication tries to assume the least amount of prior knowledge. The content quickly moves onto more advanced subjects in order to concentrate on more practical and advanced topics. "A master piece to learn in a nutshell all the essentials about volatility with a practical and lively approach. A must read!" Carole Bernard, Equity Derivatives Specialist at Bloomberg "This book could be seen as the 'volatility bible'!" Markus-Alexander Flesch, Head of Sales & Marketing at Eurex "I highly recommend this book both for those new to the equity derivatives business, and for more advanced readers. The balance between theory and practice is struck At-The-Money" Paul Stephens, Head of Institutional Marketing at CBOE "One of the best resources out there for the volatility community" Paul Britton, CEO and Founder of Capstone Investment Advisors "Colin has managed to convey often complex derivative and volatility concepts with an admirable simplicity, a welcome change from the all-too-dense tomes one usually finds on the subject" Edmund Shing PhD, former Proprietary Trader at BNP Paribas "In a crowded space, Colin has supplied a useful and concise guide" Gary Delany, Director Europe at the Options Industry Council
Author : Ronald Britto
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.0/5 ( download)
Download or read book Futures Trading and the Level and Volatility of Spot Prices written by Ronald Britto and published by . This book was released on 1985 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Philip Hsu
Publisher :
ISBN 13 :
Total Pages : 117 pages
Book Rating : 4.:/5 (636 download)
Download or read book The impact of the introduction of index futures contracts on the price volatility in the underlying stock market written by Philip Hsu and published by . This book was released on 2000 with total page 117 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Philip Hsu
Publisher :
ISBN 13 :
Total Pages : 117 pages
Book Rating : 4.:/5 (128 download)
Download or read book “The” Impact of the Introduction of Index Futures Contract on the Price Volatility in the Underlying Stock Market written by Philip Hsu and published by . This book was released on 2000 with total page 117 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Stephen Satchell
Publisher : Springer
ISBN 13 : 1137554177
Total Pages : 416 pages
Book Rating : 4.1/5 (375 download)
Download or read book Derivatives and Hedge Funds written by Stephen Satchell and published by Springer. This book was released on 2016-05-18 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Chandra Bhola
Publisher : Ary Publisher
ISBN 13 : 9788798623045
Total Pages : 0 pages
Book Rating : 4.6/5 (23 download)
Download or read book Futures Trading Impact on Stock Market Volatility and Hedging Efficiency written by Chandra Bhola and published by Ary Publisher. This book was released on 2023-06-10 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Saurabh Kumar
Publisher :
ISBN 13 :
Total Pages : 13 pages
Book Rating : 4.:/5 (129 download)
Download or read book Understanding Volatility - the Case of the Introduction of Futures Trading in the National Stock Exchange, India written by Saurabh Kumar and published by . This book was released on 2002 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Pierluigi Bologna
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (13 download)
Download or read book Does the Introduction of Stock Index Futures Effectively Reduce Stock Market Volatility? Is the 'Futures Effect' Immediate? Evidence from the Italian Stock Exchange Using GARCH. written by Pierluigi Bologna and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The impact of futures trading on the underlying asset volatility, and its characteristics, is still debated both in the economic literature and among practitioners. The aim of this study is to analyse the effect of the introduction of stock index futures on the volatility of the Italian Stock Exchange. This study mainly addresses two issues: first, the study analyses whether the reduction of stock market volatility showed in the post-futures period, already pointed out in previous research, is effectively due to the introduction of futures contract. Second, whether the 'futures effect', if confirmed, is immediate or delayed with respect to the moment of the futures trading onset is tested. The results show that the introduction of stock index futures per se has led to diminished stock market volatility and no other contingent cause seems to have systematically reduced it. Further, they also suggest that the impact of futures onset on the underlying market volatility is likely to be immediate. These findings are consistent with those theories stating that active and developed futures markets enhance the efficiency of the corresponding spot markets.
Author :
Publisher :
ISBN 13 :
Total Pages : 738 pages
Book Rating : 4.:/5 (318 download)
Download or read book The Review of Futures Markets written by and published by . This book was released on 1994 with total page 738 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Suqin Gu
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.:/5 (13 download)
Download or read book Effect of Equity Index Futures Trading on Stock Market Volatility written by Suqin Gu and published by . This book was released on 2013 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates the effect of equity index futures trading on stock market volatility and provides the empirical evidence from the Chinese market. GARCH model variations are applied to analyze the change in conditional volatility of the underlying equity index after the introduction of futures trading. Both additive and multiplicative effects are considered in the GARCH study. Multiple market factors are also considered to control for other possible causes of volatility. The Stock-Watson “counterfactual VAR” method is adopted to decompose the source of volatility change. The evidence indicates that the introduction of CSI300 index futures trading does not significantly affect the conditional volatility of the underlying index. This finding is robust to different model specifications. The Stock-Watson test shows that there is no structural change following the introduction of futures trading. The only difference comes from the decreasing innovation variances.
Download or read book New Insights Into the Impact of the Introduction of Futures Trading on Stock Price Volatility written by and published by . This book was released on 2000 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Donald D. Lien
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (129 download)
Download or read book Availability and Settlement of Individual Stock Futures and Options Expiration Effects written by Donald D. Lien and published by . This book was released on 2008 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This study examines whether the expiration-day effects of stock options traded in Australian Stock Exchange on return, volatility, trading volume, and temporary price changes of individual stocks vary with the availability and the settlement method of individual stock futures contracts. Using transaction data of the stocks that have both options and futures contacts from 1993 to 1997, we find that options expiration has significant effects on return and volatility of the underlying stocks in absence of individual stock futures. After introduction of a cash-settled stock futures contract, the effects decrease notably. However, the switch of a futures contract from cash settlement to physical delivery promotes the expiration effects on return and volatility and boosts temporary price changes on expiration days. Finally, options expiration has little effect on trading volume. Trading activity tends to behave normally regardless whether stock futures contracts are available or not.
Author : Sanford J. Grossman
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.:/5 (181 download)
Download or read book An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies written by Sanford J. Grossman and published by . This book was released on 1987 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Russell R. Wasendorf
Publisher : McGraw Hill Professional
ISBN 13 : 0071442987
Total Pages : 383 pages
Book Rating : 4.0/5 (714 download)
Download or read book The Complete Guide to Single Stock Futures written by Russell R. Wasendorf and published by McGraw Hill Professional. This book was released on 2003-12-22 with total page 383 pages. Available in PDF, EPUB and Kindle. Book excerpt: Single stock futures are quickly becoming among the market's most important trading vehicles, and Russell Wasendorf's Peregrine Financial Group accounts for 20 to 50 percent of daily U.S. trading volume! In The Complete Guide to Single Stock Futures, Wasendorf provides traders with: Analyses of the latest rules and regulations How to apply technical and fundamental analysis • Best exchanges for trading Essential valuation techniques • And much more
