Review of Futures Markets/
Educational Research Foundation Symposia
Educational Research Foundation Symposia
Research Symposium Proceedings
Year: 1995 Issue: 001
Year: 1995 Issue: 001
- Chicago Board of Trade, Contents, Research Symposium Proceedings, Vol: 1995, Issue: 001, Article: 01, Keywords: cash market, commodity exchange, futures contract, hong kong, index futures, index futures market, stanford university, stock index, stock index futures, stock index futures market, term structure
- Chicago Board of Trade, Introduction, Research Symposium Proceedings, Vol: 1995, Issue: 001, Article: 02, Keywords: hong kong
- Gannon, Gerard and Weatherill Lucas,
Department of Economics and Finance,
R.M.I.T. University, Volatility Persistence And Contemporaneous Effects, Research Symposium Proceedings, Vol: 1995, Issue: 001, Article: 03, Keywords: australian stock exchange, futures contract, futures price, index futures, interest rate, interest rate futures contracts, long term, option pricing, rate futures, rate futures contracts, stock exchange, time series, underlying asset
- Kan, Andy C.N., Department of Finance and Decision Sciences, Hong Kong Baptist University, Index Futures And Its Underlying Constituent Stocks Volatility: The Case Of Hong Kong, Research Symposium Proceedings, Vol: 1995, Issue: 001, Article: 04, Keywords: cash market, futures trading, hong kong, index futures, index futures trading, market volatility, price volatility, stock index, stock index futures, stock market, stock market volatility, time period
- Shyy, Gang, Visiting Research Fellow, ISMA Centre for Education and Research in Securities Markets, University of Reading, UK, and Professor of Finance, National Central University, Taiwan; Vijayraghavanb, Vasumathi, Assistant Professor, Department of Economics, University of Paris-Dauphine, France, A Further Investigation Of The Lead-Lag Relationship Between The Cash Market And Stock Index Futures Market Using Bid/Ask Quotes: The Case Of France, Research Symposium Proceedings, Vol: 1995, Issue: 001, Article: 05,
- Bhar, Ramaprasad and Chiarella, Carl,
School of Finance & Economics
University of Technology, Sydney, Estimating The Term Structure Of Volatility In Futures Yield - A Maximum Likelihood Approach, Research Symposium Proceedings, Vol: 1995, Issue: 001, Article: 06, Keywords: bill futures, futures contract, futures exchange, futures price, interest rate, market price, price volatility, pricing model, short term, term structure, underlying asset
- Martini, C.A. and Taylor, S.D., Department of Accounting and Finance, University of Melbourne, A Test Of The Asay Model For Options On The Spi Futures Contract, Research Symposium Proceedings, Vol: 1995, Issue: 001, Article: 07, Keywords: australian stock exchange, futures contract, futures exchange, futures option, futures price, option pricing, option pricing model, pricing model, short term, standard deviation, stock exchange
- Chow Edward H., Associate Professor, Department of Finance, National Central University; Jie-Haun Lee, Associate Professor, Department of Finance, National Central University; Gang , Shyy, Visiting Research Fellow, ISMA Centre, University of Reading and Professor Department of Finance, National Central University, Trading Mechanism And Trading Preferences On A 24-Hour Futures Market: A Case Study Of The Floor/GLOBEX Switch On MATIF, Research Symposium Proceedings, Vol: 1995, Issue: 001, Article: 08,
- Ding, David K., Nanyang Technological University, Division of Banking & Finance, School of Accountancy
and Business; Chong, Beng-Soon, Alor Setar Securities, Kuala Lumpur, Malaysia,, Nikkei Futures Contracts On The Simex: A Microstructure Examination, Research Symposium Proceedings, Vol: 1995, Issue: 001, Article: 09, Keywords: financial economics, futures contract, futures exchange, implied volatility, index futures, index futures contract, index futures market, market efficiency, market maker, price change, price discovery, price volatility, sample period, standard deviation, stock exchange, stock index, stock index futures, stock market, time period, time series, trading volume
- Chyi-Mei Chen, Department of Finance, National Taiwan University, Corporate Futures Hedging With Moral Hazard, Research Symposium Proceedings, Vol: 1995, Issue: 001, Article: 10, Keywords: futures position, futures price, futures trading, spot price
- Li Jingmou, China Zhengzhou Commodity Exchange, Zhengzhou, P.R. China, Appendix, Research Symposium Proceedings, Vol: 1995, Issue: 001, Article: 11, Keywords: cash market, commodity exchange, futures trading, trading volume
- Chicago Board of Trade, Participants, Research Symposium Proceedings, Vol: 1995, Issue: 001, Article: 12, Keywords: agricultural economics, commodity exchange, futures exchange, hong kong, hong kong futures exchange
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