Abstract We use a multivariate generalized autoregressive heteroskedasticity model (M-GARCH) to examine three stock indexes and their associated...
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THE HIGH DEGREE to which modern markets are interconnected through arbitrage motivated trading warrants that we pay close...
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I. Introduction In this study we extend Fung, Cheng, and Chan (1997) and Lee and Nayar (1993) by...
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I. Introduction A voluminous number of causal studies on the stock market between spot and futures prices have...
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Abstract This paper presents and compares 15 trading systems constructed for the Warsaw Stock Exchange futures contracts. These...
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Introduction Over the last few years, more and more stock and futures transactions have shifted from an open...
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Tracking global equities with stock index futures With the addition of contracts on the German equities market, futures...
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HEADNOTE This study investigates the out-of-sample hedging effectiveness and dynamic hedge ratios of floor-traded and E-mini futures with...
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AS THE NEW EDITOR OF THE TRENDS IN FUTURES, the analytical, educational and trading advisory service, I wanted...
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Introduction This paper investigates time variation and persistence in volatility for three index futures price series and each...
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Those looking for a source of single stock futures information can check out the OneChicago site, www.onechicago.com, for...
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IMAGE ILLUSTRATION 1 Those looking for a source of single stock futures information can check out the OneChicago...
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I. Introduction Foreign stock markets are recognized to be less developed than the U.S. stock market. Such markets...
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This directory lists companies that offer products or services of interest to traders, investors and firms trading electronically....
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Abstract The dynamic nature of the price information transfer when stock and futures markets switch between different price...
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I. Introduction The equilibrium price of a financial asset listed at several markets simultaneously is likely to be...
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HEADNOTE Executive Summary. As index-based real estate derivatives are being introduced in the United States, this paper questions...
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HEADNOTE Technical analysis began in stock trading but gained popularity in the futures markets. To improve stock trading,...
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Technical analysis began in stock trading but gained popularity in the futures markets. To improve stock trading, go...
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OsterDowJones (New York), a Joint venture of Oster Communications and Dow Jones Newswires, has launched ODJ mini-Fin, a...
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Abstract We examine the role of index futures trading in spot market volatility. We use the exponential generalized...
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The single stock futures (SSF) contract on Russell 2000 exchange-traded funds (ETFs) has been the most successful SSF...
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Introduction Since stock options began trading on the Chicago Board Options Exchange (CBOE) in 1973, a number of...
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Causality Tests Between the S&P 500 Cash and Futures Markets Abstract This study examines whether the S&P 500...
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This directory lists companies that offer products or services of interest to traders, investors or firms using a...
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I. Introduction A large and growing body of literature documents seasonal regularities in equities, bonds, and futures contracts....
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This twist on traditional liquidity analysis helps traders forecast stock market direction. Add in seasonal factors to aid...
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I. Introduction Many studies examine the hedging strategy of futures contracts. The traditional approach (see Johnson (1960), Stein...
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N NANCY MROCZEK, PHD/CTA info@nancymroczek.com www.nancymroczek.com Behavior/Self Management for Trading Consultation service by phone for behavior and self...
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The firms listed in Futures 1993 SourceBook are broken down into four broad groups - brokers/advisors, electronic/computer services,...
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Q QEL Software Services qbl@qbl.com.au www.qbl.com.au Alpha 2000i Software interfaces between TradeStation's GlobalServer and Reuters and Bloombdrg datafeeds....
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This paper examines trading activity surrounding the acquisition of Carnation Company by Nestle S.A. in 1984. During the...
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This directory lists companies that offer products or services of interest to traders, investors or firms using a...
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HEADNOTE This study selects ten call warrants on electronics stocks and utilizes the bivariate GARCH model to investigate...
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Introduction Call warrants are a kind of derivative financial commodity with a form similar to an option. They...
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Trading Financial Futures By John W. Labuszewski and John E. Nyhoff John Wiley & Sons Inc. 605 Third...
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As more traders do their own analysis, online brokers are adding analytical tools, often provided by a partner,...
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If you've ever been right on the market but wrong on a stock, trading stock index options makes...
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ABSTRACT Stock index futures contract trading originated in the United States. One of the major financial innovations of...
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Day-of-the-Week Patterns in Futures Prices: Some Further Results Abstract This paper describes the results of an investigation into...
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Abstract Our objective is to investigate the short-term over- or underreaction of six U.S. stock market indexes. We...
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Abstract We investigate competition for order flow, market quality, and price discovery in the Nasdaq 100 Index Tracking...
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Bivariate mixture models attribute the well-known positive correlation between return volatility and trading volume in financial markets to...
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This directory lists companies that offer products or services of interest to traders, investors or firms using a...
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E EAGLE MARKET MAKERS INC. info@eaglemarketmakers.com www.eaglemarketmakers.com Clearing member firm, CBOT. Pit and screen trading. (RTD, BACK, MA,...
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Introduction Stock markets in the Middle East widely have been ignored by international investors due to imposed restrictions...
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THE OCTOBER 1987 STOCK MARKET CRASH renewed interest among regulators and economists in using margin requirements as a...
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The firms listed in Futures' 2004 SourceBook are broken into four groups--brokers/advisors, information suppliers, electronic/computer services and professional...
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Futures and forward contracts are agreements between two parties to buy or sell an asset at a future...
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HEADNOTE SOFTWARE REVIEW HEADNOTE As more traders do their own analysis, online brokers are adding analytical tools, often...
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