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The effectiveness and usefulness for commodity-dependent countries of new tools in commodity markets: risk management and collateralized finance
Rutten, Lamon - EconWPA - 2003
This paper describes the experiences of developing country enterprises, farmers and governments with commodity price risk management and various forms of structured finance. It explores the constraints that these entities face in using modern financial markets, including counterparty and...
Persistent link: https://www.econbiz.de/10005413090
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Market Efficiency and Marketing to Enhance Income of Crop Producers
Zulauf, Carl R.; Irwin, Scott H. - EconWPA - 1997
Recent changes in farm policy have renewed interest in using marketing strategies based on futures and options markets … theory of the behavior of futures and options markets, the efficient market hypothesis. The following conclusion is reached …
Persistent link: https://www.econbiz.de/10005134728
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Textual sentiment in finance: A survey of methods and models
Kearney, Colm; Liu, Sha - In: International Review of Financial Analysis 33 (2014) C, pp. 171-185
We survey the textual sentiment literature, comparing and contrasting the various information sources, content analysis methods, and empirical models that have been used to date. We summarize the important and influential findings about how textual sentiment impacts on individual, firm-level and...
Persistent link: https://www.econbiz.de/10010786518
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Effects of Option Introduction on Price and Volatility of Underlying Assets - A Review
Hiremath, Gourishankar S - Volkswirtschaftliche Fakultät, … - 2009
The effect of options’ introduction on underlying market is one of the frequently debated themes in financial research …. A significant body of literature addresses the question of effects of options’ introduction. The critical review of the … consensus, but there is little evidence for the destabilization effect of options. Given increasing growth of options in …
Persistent link: https://www.econbiz.de/10011258169
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The Dynamics of Trades and Quote Revisions Across Stock, Futures, and Option Markets
Kang, Jangkoo; Park, Hyoung-Jin - In: Review of Pacific Basin Financial Markets and Policies … 11 (2008) 02, pp. 227-254
, domestic institutional investors prefer futures, domestic individual investors prefer options, and foreign investors prefer …This paper examines the dynamics of returns and order imbalances across the KOSPI 200 cash, futures and option markets …
Persistent link: https://www.econbiz.de/10005080730
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THE BUCHAREST STOC EXCHANGE IN THE CONTEXT OF ECONOMIC CRISYS
ILIE, RASCOLEAN; ROBERT, SZABO - In: Annals of Faculty of Economics 1 (2010) 2, pp. 766-770
The economy is a complex, which acts on many external factors, but internal and complex factors, depending on who can create economic balances or imbalances. An important element is capital to be managed carefully and seriously because it caused imbalances are among the worst in the economy and...
Persistent link: https://www.econbiz.de/10008829706
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Generating Options-Implied Probability Densities to Understand Oil Market Events
Datta, Deepa Dhume; Londono, Juan M.; Ross, Landon J - Federal Reserve Board (Board of Governors of the … - 2014
We investigate the informational content of options-implied probability density functions (PDFs) for the future price …
Persistent link: https://www.econbiz.de/10011075152
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Stock Prices in a Speculative Market: The Chinese Split-Share Reform
Beltratti, Andrea; Bortolotti, Bernardo; Caccavaio, Marianna - Fondazione ENI Enrico Mattei (FEEM) - 2009
In 2005-2006 China reformed its stock market by eliminating non-tradable shares. The regulator set general guidelines and then assigned responsibility for implementation to each company. We derive relations that should have been followed by the prices of stocks and exploit a company-level data...
Persistent link: https://www.econbiz.de/10005012146
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Manipulation, the allocational role of prices and production externalities
Guembel, Alexander; Goldstein, Itay - Department of Economics, Oxford University - 2002
We provide evidence that firms attempting IPOs condition offer terms and the decision whether to carry through with an offering on the experience of their primary market contemporaries. Moreover, while initial returns and IPO volume are positively correlated in the aggregate, the correlation is...
Persistent link: https://www.econbiz.de/10010661450
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GLOBAL DERIVATIVE DEBACLES:From Theory to Malpractice
Jacque, Laurent L - World Scientific Publishing Co. Pte. Ltd.
category, starting with the simplest and building up to the most complex ¡ª namely, Forwards, Futures, Options and Swaps in … financial engineering which brought them havoc. For others it was unbridled speculation perpetrated by rogue traders whose …
Persistent link: https://www.econbiz.de/10008691679