Review of Futures Markets/
Educational Research Foundation Symposia
Educational Research Foundation Symposia
Research Symposium Proceedings
Year: 1999 Issue: 001
Year: 1999 Issue: 001
- Chicago Board of Trade, Contents, Research Symposium Proceedings, Vol: 1999, Issue: 001, Article: 01, Keywords: market maker, option pricing, stanford university
- Chicago Board of Trade, Introduction, Research Symposium Proceedings, Vol: 1999, Issue: 001, Article: 02,
- Coval, Joshua D. and Shumway, Tyler, University of Michigan Business School, Is Sound Just Noise?, Research Symposium Proceedings, Vol: 1999, Issue: 001, Article: 03, Keywords: bond futures, bond futures contract, bond futures market, financial economics, financial futures, futures contract, futures exchange, futures trading, long term, market price, price change, price discovery, price volatility, private information, sample period, short term, standard deviation, time period, time series, trading volume, treasury bond, treasury bond futures contract, working paper
- Locke, Peter R., U.S. Commodity Futures Trading Commission; Mann,
Steven C., Texas Christian University, Do Professional Traders Exhibit Loss Realization Aversion?, Research Symposium Proceedings, Vol: 1999, Issue: 001, Article: 04, Keywords: chicago mercantile exchange, commodity futures, commodity futures trading, commodity futures trading commission, financial economics, futures trading, futures trading commission, mercantile exchange, sample period, trading commissionworking paper,
- Corrado, Charles J., Department of Finance University of Missouri - Columbia, General Purpose, Semi-Parametric Option Pricing Formulas, Research Symposium Proceedings, Vol: 1999, Issue: 001, Article: 05, Keywords: black scholes, black scholes formula, option pricing
- Danielsen, Bartley R., DePaul University
Department of Finance, Why Do Option Introductions Depress Stock Prices? Heterogeneous Beliefs, Market-Maker Hedging, And Short Sales, Research Symposium Proceedings, Vol: 1999, Issue: 001, Article: 06, Keywords: black scholes, implied volatility, market maker, market price, pricing model, private information, stock exchange, stock market, variance covariance matrix
- Haigh, Michael S., Department of Agricultural Economics Texas A and M University; Holt, Matthew T., Department of Agricultural and Resource Economics, North Carolina State University, Hedging Multiple Price Uncertainty In International Grain Trade, Research Symposium Proceedings, Vol: 1999, Issue: 001, Article: 07, Keywords: cash price, futures contract, futures price, hedge ratio, price volatility, time series, variance covariance matrix
- Kirilenko, Andrei A., Monetary and Exchange Affairs Department International Monetary Fund, Endogenous Trading Arrangements In Emerging Foreign Exchange Markets, Research Symposium Proceedings, Vol: 1999, Issue: 001, Article: 08, Keywords: foreign exchange market, price discovery, private information, short term
- Holder Mark E. and Tiede Julie M.,
Research and Strategic Analysis Group
Market and Product Development Department, Chicago Board of Trade, An Empirical Analysis Of Cbot Djia Futures Volume, Research Symposium Proceedings, Vol: 1999, Issue: 001, Article: 09, Keywords: futures contract, long term, market maker, open interest, short term, time period, trading volume
- Chicago Board of Trade, Participants, Research Symposium Proceedings, Vol: 1999, Issue: 001, Article: 10, Keywords: agricultural economics, federal reserve
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