Monday's Market: Munis Gain Along With Treasuries, But Prices Erode in Cash Market
- Thin Trading and Mispricing Profit Opportunities in The Canadian Commodity Futures. Elfakhani, Said; Wionzek, Ritchie J.; Chaudhury, Mohammed // Quarterly Review of Economics & Finance;Spring99, Vol. 39 Issue 1, p37
Presents information on a study which examined whether thin trading problems in the Canadian futures market can create mispricing profit opportunities for canola and feed wheat futures traded over the period 1981 through 1993. Testing methodology; Results and analysis; Conclusions.
- The pricing of SPI futures options with daily futures style margin payments. Twite, Garry // Australian Journal of Management (University of New South Wales);Dec96, Vol. 21 Issue 2, p139
Examines the pricing of share price index (SPI) futures options as traded on the Sydney Futures Exchange in Australia. Definitions of SPI, SPI futures contract and SPI futures options; Presentation of a model for pricing; Structure of predicting errors; Assumptions of frictionless markets and...
- Futures Markets. // Bond Buyer;2/28/2002, Vol. 339 Issue 31334, p45
Illustrates the performance of various bonds in the U.S. Futures Market. Table showing number of futures contracts traded and open interest charged on the contracts; Table showing change in prices of futures contracts.
- Price Volatility and Speculation. STEIN, JEROME L.; BEOM GYO HONG // Journal of Accounting, Auditing & Finance;Spring90, Vol. 5 Issue 2, p277
Examines the relation between price volatility and speculation in the futures market. Sources of variation in the spot price; Impact of profitable speculation in reducing price variance; Effect on consumption and production; Variance of the market Bayesian error.
- Price Volatility and Speculation. // Journal of Accounting, Auditing & Finance;Spring90, Vol. 5 Issue 2, p301
Comments on the article focusing on the relationship between speculation and price volatility in the futures market. Sources of variation in the spot price; Dynamics of interaction between excess speculation and price variability; Speed of convergence of price variability.
- Discussion of Price Volatility and Speculation. FIGLEWSKI, STEPHEN // Journal of Accounting, Auditing & Finance;Spring90, Vol. 5 Issue 2, p303
Comments on the article focusing on the relationship between price volatility and speculation in the futures market. Interaction between speculation in a futures market and price volatility of the underlying cash market; Effects on the variance of the spot price; Dynamics of wealth redistribution.
- Thirty Cent Cotton. // Time;3/10/1923, Vol. 1 Issue 2, p22
The article reports on the sustained advance of cotton futures prices, breaching 30 U.S. cents, caused by boll weevil infestation problem.
- TEMPORAL RELATIONSHIPS AMONG FUTURES PRICES: REPLY. Gray, Roger W.; Tomek, William G. // American Journal of Agricultural Economics;May71, Vol. 53 Issue 2, p362
Presents a reply to comments made by Richard G. Heifner on a study about temporal relationships among futures prices. Conceptual basis of the contrast between continuous and discontinuous inventory futures markets; Clarification on the empirical questions raised by Heifner.
- Metal shopping. // Futures: News, Analysis & Strategies for Futures, Options & Deri;Jul97, Vol. 26 Issue 9, p26
Reports the performance of copper in futures market. Factors which affects the rise of copper prices; China's influence on the market; Comments of metal analyst on the issue.