نتایج جستجو برای: futures research

تعداد نتایج: 1412036  

2015
Chih-Hsiang Hsu Hsiu-Chuan Lee

a r t i c l e i n f o We establish a theoretical model with informed trading in which both of individual stock futures and its underlying stock are traded in the market. With the introduction of the futures, the paper shows that an informed trader's position of futures usually motivates him or her to trade more aggressively in the stock market at the expiration day. This also worsens the advers...

The existence of various financial instruments in the securities market increases the motivation and participation of the people in financing long-term economic activities. There are different ways to finance business activities that different organizations can use to finance them. Therefore, the purpose of this study is to investigate new financing tools and implementation strategies in Islami...

Journal: :Exchanges: The Interdisciplinary Research Journal 2016

Journal: :international journal of business and development studies 0

futures contract is one of the most important derivatives that is used in financial markets in all over the world to buy or sell an asset or commodity in the future. pricing of this tool depends on expected price of asset or commodity at the maturity date. according to this, theoretical futures pricing models try to find this expected price in order to use in the futures contract. so in this ar...

2006
Ruud van der Helm

Purpose – The purpose of this paper is to discuss the clarification of three qualifiers ‘‘probable’’, ‘‘possible’’ and ‘‘plausible’’, which are often used interchangeably in foresight and futures studies practice, but which could obtain added value through a careful distinction. In general, it shows the importance of language as the main tool for futures practitioners. Design/methodology/approa...

2004
Thorsten M. Egelkraut Philip Garcia

This analysis examines a simultaneous estimation option-based approach to forecast futures prices in the presence of daily price limit moves. The procedure explicitly allows for changing implied volatilities by estimating the implied futures price and the implied volatility simultaneously. Using 15 years of futures and futures options data for three agricultural commodities, we find that the si...

2012
S. Masteika A. V. Rutkauskas A. Tamosaitis

The paper investigates downtrend algorithm and trading strategy based on chart pattern recognition and technical analysis in futures market. The proposed chart formation is a pattern with the lowest low in the middle and one higher low on each side. The contribution of this paper lies in the reinforcement of statements about the profitability of momentum trend trading strategies. Practical bene...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید