Models of futures markets
Author(s)
Bibliographic Information
Models of futures markets
（Routledge studies in the modern world economy, 18）
Routledge, 2000
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Note
Includes bibliographical references and index
Description and Table of Contents
Description
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.
Table of Contents
Editor's Introduction: Welfare, Rationality and Integrity in Futures Markets Barry A. Goss 1. The Benefits of Futures Trading Derek Francis 2. The Development of Commodity Future Exchanges in Kazakhstan and China: Evidence on their Role in Market Development Anne E. Peck 3. A Simultaneous Model of the US Dollar/Deutschmark Spot and Futures Markets Barry A Gossy and Gulay Avsar 4. Noise Trader Sentiment in Futures Markets Dwight Sanders, Scott H Irwin and Raymond M Leuthold 5. Microanalytics of Price Volatility in Futures Markets A G Malliaris and Jerome L Stein 6. The Integrity of Futures Markets: The Impact of Price Limits on Futures Prices Anthony D Hall, Paul Kofman and Anthony Siouclis
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