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Investors’ Preference and Regulatory Aspects in the Indian Derivatives Market
Dassani, Preksha - 2020
The Indian Stock market undoubtedly experienced tremendous growth in the trading activity in the last twenty-five years …. The Derivatives segment of the market began its operations with the launch of Index Futures by the National Stock exchange …. SEBI laid its objectives in regulating derivative markets to ensure transparent trading environment, safety, and integrity …
Persistent link: https://www.econbiz.de/10012825488
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Price discovery in Canadian and US 10-year government bond markets
Campbell, Bryan (contributor); Hendry, Scott (contributor) - 2007
-Granger (1995), we look at the relative information content of cash and futures prices in the market for Canadian Government bonds … using futures market data from the Montreal Exchange and OTC cash market data reflecting the inter-dealer market covered by … Trade (CBOT) futures market as well as the cash market from GovPx in the first part of the sample and subsequently from …
Persistent link: https://www.econbiz.de/10003560539
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Systemic risk and the refinancing ratchet effect
Khandani, Amir E.; Lo, Andrew W.; Merton, Robert C. - 2009 - This draft: September 13, 2009
The confluence of three trends in the U.S. residential housing market - rising home prices, declining interest rates, and near-frictionless refinancing opportunities - led to vastly increased systemic risk in the financial system. Individually, each of these trends is benign, but when they occur...
Persistent link: https://www.econbiz.de/10003889053
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Liquidity and Market Efficiency in the World’s Largest Carbon Market
Ibikunle, Gbenga - 2016
trading carbon futures and during periods of low liquidity. Since the start of trading in Phase II of the EU Emissions Trading … from year to year. Overall, our findings suggest trading quality in the EU-ETS has improved markedly and matures over the …
Persistent link: https://www.econbiz.de/10013008319
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Cyberfinance : Liberating the Financial Markets
Wales, Kim - 2015
A new economic revolution liberating financial markets? Seeks to answer some of the questions driving the existential crisis embroiling finance: What is currency? What is value? What is a business? What is a bank, even?This article discusses how regulatory reform, transformative technologies,...
Persistent link: https://www.econbiz.de/10013021212
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Investors' Climate Sentiment and Financial Markets
Santi, Caterina - 2021
We propose a measure of investors' climate sentiment by performing sentiment analysis on StockTwits posts on climate change and global warming. We find that when investors' climate sentiment is high, emission stocks are relatively overpriced. Moreover, we show that an increase in carbon prices...
Persistent link: https://www.econbiz.de/10013242744
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Performance of strip option strategy on Indian capital market
Bangur, Peeyush - In: International journal of financial services management … 10 (2020) 2, pp. 128-137
Persistent link: https://www.econbiz.de/10012510345
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The Art of Quantitative Finance Vol. 3 : Risk, Optimal Portfolios, and Case Studies
Larcher, Gerhard - 2023
The textbook discusses risk management in capital markets and presents various techniques of portfolio optimization. Special attention is given to risk measurement and credit risk management. Furthermore, the author discusses optimal investment problems and presents various examples. In the last...
Persistent link: https://www.econbiz.de/10014248694
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Structured financial products trading and its implementation perspectives in emerging economies
Namazov, Vugar F. - In: Economy and forecasting : scientific journal (2020) 4, pp. 116-129
Persistent link: https://www.econbiz.de/10013163009
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The Art of Quantitative Finance Vol.2 : Volatilities, Stochastic Analysis and Valuation Tools
Larcher, Gerhard - 2023
Volatilities -- Extensions of the Black-Scholes theory to other types of options (futures options, currency options …
Persistent link: https://www.econbiz.de/10014239929