Indexes Rise as Data Shows Some Hints of Improvement in Economy
- Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. Hou, Yang; Li, Steven // Asia-Pacific Financial Markets;Mar2013, Vol. 20 Issue 1, p49
Using high-frequency data, this study investigates price discovery in the newly established stock index (CSI300) futures market in China. Our empirical results reveal new evidence that the CSI300 index futures market play a dominant role in the price discovery process about one year after its...
- Stock options boom may be time bomb. Burr, Barry B. // Pensions & Investments;9/18/2000, Vol. 28 Issue 19, p8
Reports the Standard & Poor (S&P) 500 stock index in Springfield, New Jersey. Net gain on employee stock options for companies; Fall of stock prices in the market; Financial forecast on the earnings on companies in S&P 500.
- Price discovery on the S&P 500 index markets: An analysis of spot index, index futures, and SPDRs. Chu, Quentin C.; Gideon Hsieh, Wen-liang; Tse, Yiuman // International Review of Financial Analysis;1999, Vol. 8 Issue 1, p21
Provides information on a study which investigated the price discovery function in the spot index, index futures, and S&P Depository Receipts markets of the S&P 500 index. Methodology of the study; Results and discussion on the study; Conclusions.
- Intraday volatility in the stock index and stock index futures markets. Chan, K; Chan, KC; Karolyi, GA // Review of Financial Studies;1991, Vol. 4 Issue 4
Examines the intraday relationship between returns and returns volatility in the stock index and stock index futures markets. Indication of a strong intermarket dependence in the volatility of the cash and futures returns; Implications of results for understanding the pattern of information...
- Training neural nets for intermarket analysis. Ruggiero Jr., Murray A. // Futures: News, Analysis & Strategies for Futures, Options & Deri;Aug94, Vol. 23 Issue 9, p42
Discusses a method of developing a neural network that predicts the direction of the Standard and Poor's (S&P) 500 index. Intermarket relationship between stocks, bonds and the Commodity Research Bureau (CRB) index; Relationship between 30-year T-bonds and the CRB index; Intermarket analysis of...
- Break the secret society. // Futures: News, Analysis & Strategies for Futures, Options & Deri;Aug94, Vol. 23 Issue 9, p42
Discusses the steps in designing a neural network application. Prediction of the percentage change in the Standard & Poor's (S&P) 500 index; Problems in the development of neural network solutions; Sampling of indicators; Division of data into sets; Testing of a sample data.
- Chartview: follow the leader. // Futures: News, Analysis & Strategies for Futures, Options & Deri;Jan1999, Vol. 28 Issue 1, p12
Presents information on the top stock indexes based on market capitalization. Trading of stock index futures contracts.
- Taiwan: Taiex On Track For 8,000. // Emerging Markets Monitor;12/4/2006, Vol. 12 Issue 33, p13
The article reports on the possible increase of the Taiex equity index of Taiwan to 8,000 over the medium on December 1, 2006. The possible increase was due to a strong interest in banking stocks, as reflected by the financial sub-index's closure at a six and one-half month peak of 1,036....
- NEWS IN BRIEF. // Bond Buyer;3/2/2004, Vol. 347 Issue 31832, p2
Reports on updates relating to public finance in the U.S. as of March 2004. Growth of personal income and personal expenditures; Treasury Department's announcement of its plans in selling 22 billion dollars of four-week discount bills on March 2, 2004; Rise of the employment index.