Models of Futures Markets

Models of Futures Markets

by Barry Goss

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Overview

This volume presents an entirely new analysis of the economics of futures markets, that will be of interest to both specialists in the area and the generalist economist seeking a new perspective.
Through a combination of theoretical investigation and empirical application, three important themes are explored: the gains from futures trading and the efforts of emerging markets to reap these benefits; rationality and rival hypotheses of trader behaviour, such as noise trading; and the effect of regulatory tools on price formation.

Product Details

ISBN-13: 9781135639433
Publisher: Taylor & Francis
Publication date: 05/13/2013
Series: Routledge Studies in the Modern World Economy
Sold by: Barnes & Noble
Format: NOOK Book
Pages: 186
File size: 6 MB

Table of Contents

Editor's Introduction: Welfare, Rationality and Integrity in Future Markets Barry A. Goss

1. The Benefits of Futures Trading Derek Francis, Optus Communications, Australia

2. The Development of Commodity Future Exchanges in Kazakhstan and China: Evidence on their Role in Market Development Anne E. Peck, Stanford University, USA

3. A Simultaneous Model of the US Dollar/Deutschmark Spot and Futures Markets Barry A Goss, Monash University and S Gulay Avsar, Victoria University of Technology, Australia

4. Noise Trader Sentiment in Futures Markets Dwight Sanders, Scott H Irwin and Raymond M Leuthold, all at University of Illinois, USA

5. Microanalytics of Price Volatility in Futures Markets A G Malliaris, Loyola University, Chicago, USA and Jerome L Stein, Brown University, USA

6. The Integrity of Futures Markets: The Impact of Price Limits on Futures Prices Anthony D Hall, University of Technology, Sydney, Paul Kofman, University of New South Wales and Anthony Siouclis, Monash University, Australia

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