Stock index futures trading and volatility in international equity markets
Author : Huseyin Gulen
Publisher :
Page : 50 pages
File Size : 38,24 MB
Release : 1999
Category :
ISBN :
Author : Huseyin Gulen
Publisher :
Page : 50 pages
File Size : 38,24 MB
Release : 1999
Category :
ISBN :
Author : Alexander Elder
Publisher : John Wiley & Sons
Page : 209 pages
File Size : 32,68 MB
Release : 2002-10-16
Category : Business & Economics
ISBN : 047127383X
STUDY GUIDE FOR Come Into My Trading Room A Complete Guide to Trading You can read Come Into My Trading Room: A Complete Guide to Trading in a few days, but you cannot expect to master every aspect of that invaluable book until you work through it. Study Guide for Come Into My Trading Room: A Complete Guide to Trading will help you learn the profitable methods and techniques of Come Into My Trading Room before risking a dollar in the markets. Study Guide for Come Into My Trading Room: A Complete Guide to Trading parallels the actual book, challenging you at every step with questions that make you focus on all the important areas of trading. Some tests are pencil-and-paper, others have you work with charts, but all prepare you to make crucial decisions. This Study Guide will: Quiz you on the essentials of trading–choosing the markets to trade, finding holes in the Efficient Market Theory, and overcoming common obstacles to success Make you aware of psychological blind spots that lead to losing Test your knowledge of charting and computerized indicators Explore trading systems, day-trading, and advanced concepts, such as Impulse trading and SafeZone stops Ask questions about money management, record-keeping, and managing time Challenge you with eight case studies where you choose entry and exit points and get graded for your performance The best trading strategies, techniques, and tools are only as good as your understanding of them. Pick up this Study Guide for Come Into My Trading Room: A Complete Guide to Trading and convert Dr. Elder's methods into your own powerful and profitable tools.
Author : Louis O. Scott
Publisher : International Monetary Fund
Page : 68 pages
File Size : 19,15 MB
Release : 1990-11-01
Category : Business & Economics
ISBN : 1451944594
Volatility in financial markets has forced economists to reexamine the validity of the efficient markets hypothesis, and new empirical approaches have been applied to the study of this important issue in recent years. Many of the recent studies have found evidence of excessive volatility. In the aftermath of the stock market crash of 1987 and the perceived increase in market volatility, some economists have advocated additional market regulations. Are these proposed regulations necessary and would they serve to reduce market volatility? This paper presents a review of recent studies on financial market volatility and examines the proposed regulations.
Author : Franklin R. Edwards
Publisher : Springer Science & Business Media
Page : 201 pages
File Size : 44,81 MB
Release : 2012-12-06
Category : Business & Economics
ISBN : 9400921934
Author : Gregory Duffee
Publisher :
Page : 64 pages
File Size : 46,51 MB
Release : 1990
Category : Program trading (Securities)
ISBN :
Author : Charles M.S. Sutcliffe
Publisher : Routledge
Page : 844 pages
File Size : 31,9 MB
Release : 2018-01-18
Category : Business & Economics
ISBN : 1351148540
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 : Gary Robinson
Publisher :
Page : 48 pages
File Size : 39,64 MB
Release : 1993
Category : Finance
ISBN :
Author : Zuliu Hu
Publisher : International Monetary Fund
Page : 26 pages
File Size : 43,73 MB
Release : 1995-10-01
Category : Business & Economics
ISBN : 1451852584
Despite concerns are often voiced on the so called “excess volatility” of the stock market, little is known about the implications of market volatility for the real economy. This paper examines whether the stock market volatility affects real fixed investment. The empirical evidence obtained from the US data shows that market volatility has independent effects on investment over and above that of stock returns. Volatility and its changes are negatively related to investment growth. To the extent volatility depresses fixed capital formation and hence future income growth, the results suggest the desirability of reducing stock market volatility.
Author : Eric C. Chang
Publisher :
Page : 60 pages
File Size : 26,98 MB
Release : 1995
Category :
ISBN :
Author : Matthew T. Moran
Publisher : CFA Institute Research Foundation
Page : 52 pages
File Size : 19,41 MB
Release : 2020-04-28
Category : Business & Economics
ISBN : 1944960961
During the past two decades, the Cboe Volatility Index (VIX® Index), a key measure of investor sentiment and 30-day future volatility expectations, has generated much investor attention because of its unique and powerful features. The introduction of VIX futures in 2004, VIX options in 2006, and other volatility-related trading instruments provided traders and investors access to exchange-traded vehicles for taking long and short exposures to expected S&P 500 Index volatility for a particular time frame. Certain VIX-related tradable products may provide benefits when used as tools for tail-risk hedging, diversification, risk management, or alpha generation. Gauges of expected stock market volatility for various regions include the VIX Index (United States), AXVI Index (Australia), VHSI Index (Hong Kong), NVIX Index (India) and VSTOXX Index (Europe). All five of these volatility indexes had negative correlations with their related stock indexes price movements, and all five volatility indexes rose more than 50% in 2008. Although the five volatility indexes are not investable, investors can explore VIX-based benchmark indexes that show the performance of hypothetical investment strategies using VIX futures or options. Before investing in volatility-related products, investors should closely study the pricing, roll cost, and volatility features of the tradable products and read the applicable prospectuses and risk disclosure statements.