Annual results shake up PSE
- The Empirical Research on the Effect of Investor Sentiment for the Stock Market of China Based on Stock Index Futures. Yongquan Pan; Zi Lin // Finance (21610967);Jul2012, Vol. 2 Issue 3, p151
This paper discusses the affect of stock index futures for investor sentiment's measure and study if the new indicator has better interpretation to stock returns than before. Finally, the reflection of the negative emotions on the market is studied by this indicator.
- The Relationship Between Price Volatility, Trading Volume and Market Depth: Evidence from an Emerging Indian Stock Index Futures Market. Pati, Pratap Chandra // South Asian Journal of Management;Apr-Jun2008, Vol. 15 Issue 2, p25
This paper examines the relationship between futures trading activity and price volatility in the Indian stock index futures market. The study used both volume and open interest to separate hedger's trading activity from speculators and day traders. Volume gives a measure of speculative...
- The Investor Sentiment Spillover Effects of the Stock Index and Stock Index Futures Markets of Taiwan. Yu-Min Wang; Chun-An Li; Cha-Fei Lin // Proceedings for the Northeast Region Decision Sciences Institute;2010, p93
This study investigates the sentiment spillover effects in the Taiwan spot and futures markets covering the period from 2 August 1999 to 28 February 2009. We find that in a bullish market, virtually all investor sentiment can raise spot returns, although no significant relationship is found...
- Big Tucson companies mirror overall market. Schickedanz, Karen // Inside Tucson Business;11/18/2002, Vol. 12 Issue 34, p9B
Reports on the stock market performance in Arizona. Decline in the market index of Nasdaq; Company rating of Triad Hospital Inc. and El Dorado Hospital; Analysis rating of Phelps Dodge Corp.
- Expiration-day effects of the All Ordinaries Share Price Index futures: Empirical evidence and... Stoll, Hans R.; Whaley, Robert E. // Australian Journal of Management (University of New South Wales);Dec97, Vol. 22 Issue 2, p139
Investigates the impact of expiration-day effects of the Sydney Futures Exchange's All Ordinaries Share Price Index (AOI) futures to the stock index futures in New South Wales. Discussion of the alternative futures settlement procedures; Description of AOI.
- Sydney adds stock futures. Burr, Barry B. // Pensions & Investments;9/5/1994, Vol. 22 Issue 18, p26
Reports on the Sydney Futures Exchange's plans to add four more stocks to its listings of share futures for September 1994. Initial three share futures; Provision of multiple customized hedge opportunities at very low cost.
- Gold Fields tops resources stocks. // Finance Week;5/3/2002, p23
Presents a list of stocks comprising the Resi 20 index of large cap resources. Data on price and data of trend signal; Performance of the Gold stocks in the market; Companies showing strong closing price.
- 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....
- SPECULATIVE INVESTOR BEHAVIOR IN A STOCK MARKET WITH HETEROGENEOUS EXPECTATIONS. Harrison, J. Michael; Kreps, David M. // Quarterly Journal of Economics;May78, Vol. 92 Issue 2, p323
This article examines the speculative investor behavior in a stock market with heterogeneous expectations. Ownership of the stock implies not only ownership of a dividend stream but also the right to sell that dividend stream at a future date. Investors may be unable initially to achieve...