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volatility of the underlying component stocks. Traditional finance theory asserts that futures and "cash" markets are connected … experience significant increase in both trading volume and return volatility. However, deleted stocks experience no significant … change in either trading volume or return volatility. Both daily and monthly return variances increase following index …
Persistent link: https://www.econbiz.de/10009475070
institutions in the United States and in Japan. While financial institutions affected corporate financial practices, the response …
Persistent link: https://www.econbiz.de/10009460570
The determinants of interfirm trust are examined in 453 supplier automaker relationships in theU.S., Japan, and Korea … somedifferences across institutional environments, notably higher trust in Japan, the findings are robustacross the three … supplier trust in a sample ofsupplier/automaker relationships in the United States, Japan, and Korea. Given the recent …
Persistent link: https://www.econbiz.de/10009432810
Japanese market and the US West Coast market. Japan is the principal potential export market for Alaskan crude oil. Exports to …
Persistent link: https://www.econbiz.de/10009436598
coming from Japan, the Soviet Union, and Eastern Europe. Several regions, the Far East, Japan, Latin American, and Africa …
Persistent link: https://www.econbiz.de/10009436664
The report presents data on international oil production, demand, imports, exports, and stocks. The report has four sections. Section 1 contains time series data on world oil production, and on oil demand and stocks in the Organization for Economic Cooperation and Development (OECD). This...
Persistent link: https://www.econbiz.de/10009436750
This report presents data on international oil production, demand, imports, exports, and stocks. The report has four sections. Section 1 contains time series data on world oil production, and on oil demand and stocks in the Organization for Economic Cooperation and Development (OECD). This...
Persistent link: https://www.econbiz.de/10009436896
coming from Japan, the Soviet Union, and Eastern Europe. Several regions, the Far East, Japan, Latin American, and Africa …
Persistent link: https://www.econbiz.de/10009437208
Estimation of liquidity costs in agricultural futures markets is challenging because bid-askspreads are usually not observed. Spread estimators that use transaction data are available,but little agreement exists on their relative accuracy and performance. We evaluate fourconventional and a...
Persistent link: https://www.econbiz.de/10009443338
The major finding is that liquidity costs in futures options market are two to three times higher thanliquidity costs in the futures market. Liquidity cost is one potential factor to consider when choosingbetween hedging with a futures contract or with an option contract. While there is...
Persistent link: https://www.econbiz.de/10009446393