TITLE

STIRring up trading opportunities

AUTHOR(S)
Cretien, Paul D.
PUB. DATE
January 2009
SOURCE
Futures: News, Analysis & Strategies for Futures, Options & Deri;Jan2009, Vol. 38 Issue 1, p40
SOURCE TYPE
Periodical
DOC. TYPE
Article
ABSTRACT
The article presents tips on stirring up trade opportunities in the stock market. It states that all short-term interest rate futures and options are not created equal, but their valuation methods are in many ways. According to the author, learning how to use contracts more efficiently as vehicles for both hedging and speculations can be made by delving into the inner workings and consistency of pricing models.
ACCESSION #
35898711

 

Related Articles

  • Positive feedback trading in stock index futures: International evidence. Salm, Christian A.; Schuppli, Michael // International Review of Financial Analysis;Dec2010, Vol. 19 Issue 5, p313 

    Abstract: Using a simple intertemporal asset pricing model with heterogeneous agents, this paper addresses the issue of trend-chasing investor behavior in stock index futures markets. There is strong evidence of positive feedback trading in the majority of 32 emerging and mature markets....

  • Estimating the magnitude of the MV-IV gap: empirical evidence. Berg, M. Douglas; Stretcher, Robert // Journal of Finance & Accountancy;Jul2010, Vol. 3, p1 

    This paper documents the magnitude of deviation of common stock market values from intrinsic values estimated using the constant growth dividend valuation model. The constant growth model is widely accepted as a fundamental building block of valuation, and is taught to virtually all...

  • CAPM Condicional no Mercado Brasileiro: Um Estudo dos Efeitos Momento, Tamanho e Book-to-Market entre 1995 e 2008. e Flister, Frederico Valle; Bressan, Aureliano Angel; Amaral, Hudson Fernandes // Revista Brasileira de Finanças;2011, Vol. 9 Issue 1, p105 

    This paper investigates the ability of the conditional CAPM to explain anomalous returns related to momentum, size and book-to-market effects using Lewellen and Nagel's(2006) methodology in the Brazilian stock market. To this end we studied a sample of Bovespa's stocks in a monthly basis from...

  • CAPM performance in the Caracas Stock Exchange from 1992 to 1998. Maximiliano, Gonzalez F. // International Review of Financial Analysis;Sep2001, Vol. 10 Issue 3, p333 

    The capital asset pricing model (CAPM) is tested using data of all available stocks in the Caracas Stock Exchange (CSE) from 1992 to 1998. We use a multiple regression model to test several hypotheses that lead to the validation of the CAPM. We find significant evidence to conclude that the CAPM...

  • EVIDENCE AND SOURCES OF MOMENTUM PROFITS. A STUDY ON INDIAN STOCK MARKET. MISRA, ARUN KUMAR; MOHAPATRA, SABYASACHI // Economics, Management & Financial Markets;Sep2014, Vol. 9 Issue 3, p86 

    The paper has discussed momentum in stock index and empirically examined various factors contributing in generation of momentum. The relative importance of momentum as a factor in the CAPM asset pricing model is also discussed. Momentum return is estimated from the National Stock Exchange of...

  • AN INTERPRETATION OF CARRY TRADE PROFITABILITY.  // Journal of the Academy of Business & Economics;2010, Vol. 10 Issue 3, p101 

    No abstract available.

  • THE CAPITAL ASSET PRICING MODEL, INFLATION, AND THE INVESTMENT HORIZON: THE ISRAELI EXPERIENCE. Levy, Haim // Journal of Financial & Quantitative Analysis;Sep80, Vol. 15 Issue 3, p561 

    The article investigates the empirical validity of the capital assets pricing model (CAPM), as well as of a risk-adjusted measure of investment performance. Stock prices of shares trading on the Israeli securities market, a relatively thin one with about 100 securities listed, were examined for...

  • Testing Capital Asset Pricing Model on KSE Stocks. Shaikh, Salman Ahmed // Journal of Managerial Sciences;Jul-Dec2013, Vol. 7 Issue 2, p281 

    Capital Asset Pricing Model (CAPM) is one of the first asset pricing models to be applied in security valuation. It has had its share of criticism, both empirical and theoretical; however, with its intuitive appeal and simplicity, it has established itself as a useful tool used in practice. One...

  • The Systematic Risk of Discretely Rebalanced Option Hedges. Glister Jr., John E. // Journal of Financial & Quantitative Analysis;Dec90, Vol. 25 Issue 4, p507 

    This paper demonstrates that Black-Scholes option pricing model hedge positions that are risk free when rebalanced continuously will frequently exhibit substantial systematic risk when rebalanced at finite intervals. This systematic risk may have biased important empirical tests of the option...

Share

Read the Article

Courtesy of VIRGINIA BEACH PUBLIC LIBRARY AND SYSTEM

Sorry, but this item is not currently available from your library.

Try another library?
Sign out of this library

Other Topics