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Milk Price Volatility and its Determinants
Dong, Fengxia; Du, Xiaodong; Gould, Brian W. - 2011
statistically significant impacts on milk price volatility. While speculation positively affects milk futures markets, the effect …
Persistent link: https://www.econbiz.de/10009444323
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The Performance of Chicago Board of Trade Corn, Soybean, and Wheat Futures Contracts after Recent Changes in Speculative Limits
Irwin, Scott H.; Garcia, Philip; Good, Darrel L. - 2007
Three attributes of futures contract behavior important for market performance—liquidity, volatility, and convergence—are investigated before and after the 2005 increase in speculative position limits for corn, soybean, and wheat contracts at the Chicago Board of Trade. The analysis of...
Persistent link: https://www.econbiz.de/10009444925
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Price efficiency and speculative trading in cocoa futures markets
Nardella, Michele - 2007
In recent years a number of market participants called into question the efficiency of the price discoverymechanism in commodity futures markets. They believe that speculators move commodity futures marketsaway from their fundamentals by distorting prices and exacerbating volatility. The smoking...
Persistent link: https://www.econbiz.de/10009445112
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Devil or Angel? The Role of Speculation in the Recent Commodity Price Boom (and Bust)
Irwin, Scott H.; Sanders, Dwight R.; Merrin, Robert P. - 2009
, consistently lead futures pricechanges. Fourth, there is a historical pattern of attacks upon speculation during periods ofextreme …
Persistent link: https://www.econbiz.de/10009446398
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Applying Perceptrons to Speculation in Computer Architecture
Black, Michael David - 2007
Speculation plays an ever-increasing role in optimizing the execution of programs in computer architecture. Speculative … consequently do not realize their potential accuracy. Perceptrons, or simple neural networks, can be highly useful in speculation … speculation in computer architecture.This dissertation first studies how perceptrons can be made to predict accurately when they …
Persistent link: https://www.econbiz.de/10009450658
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Essays on the Impact of Investors Speculation and Disagreements on Security Prices and Trading Volume
Choy, Siu Kai - 2011
The essays empirically show the impact of investors speculation and disagreements on the returns and trading volume of … volatility speculation. This essay empirically shows that higher retail trading proportions are related to lower delta …
Persistent link: https://www.econbiz.de/10009455359
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Essays on speculation.
Slawski, Adam Wladyslaw - 2009
University of Minnesota Ph.D. dissertation. August 2009. Major: Economics. Advisor: Narayana Kocherlakota. 1 computer file (PDF); iv, 65 pages, appendices A-B.
Persistent link: https://www.econbiz.de/10009462812
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The relationship between Dow Jones Eurostoxx50 Index and firm level volatility
Daly, Kevin James - University of Western Sydney; College of Law and Business; … - 2004
This paper presents a study of asset price volatility, correlation trends and market risk-premia. Recent evidence (Campbell 2001) shows an increase in firm-level volatility and a decline of the correlation among stock returns in the US. We find that, in relation to the Euro-Area stock markets,...
Persistent link: https://www.econbiz.de/10009482285
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A behavioural finance perspective on trade imbalanceand stock prices
Henker, Julia, Banking & Finance, Australian School of … - 2006
In this thesis I examine, within a behavioural finance framework, the impacton stock prices of order and trade imbalance in three separate but related studies.The first study, chapter two, begins with a question that plagues behavioural financetheories?do the investors most likely to be...
Persistent link: https://www.econbiz.de/10009484216
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Investment dealers' ways of working: integrating compensation with relational capital
Kakabadse, A.; Kakabadse, N.; Lake, A. - 2007
For the past 20 years, practitioner and academic research has highlighted that the performance of companies is linked to staff and management's ways of working, particularly in service-oriented enterprises (A.P. Kakabadse, Savery, Kakabadse, & Lee-Davies, 2006). Yet despite the monumental impact...
Persistent link: https://www.econbiz.de/10009430263