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Futures Markets (Routledge Revivals)

Their Establishment and Performance

By Barry Goss

Routledge – 1986 – 248 pages

Series: Routledge Revivals

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  • Paperback: $48.95
    978-0-415-83527-5
    August 31st 2014
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    978-0-415-83526-8
    March 28th 2013

Description

First published in 1986, this book discusses many important aspects of the theory and practice of Futures Markets. It describes how they, at the time, grew to be an increasingly important feature of the world's major financial centres. Indeed, they adopted the role of being efficient forward pricing mechanisms and this was reflected by the interest of economists in the study of risk, uncertainty and information. Here, the contributors focus on areas that were of concern in the late 1980s such as feasibility, forward pricing and returns, and the modelling of price determination in Futures Markets. Evidence is drawn from twenty-five different commodities representing all the major commodity groups; and from all the world's major centres of Futures Trading.

Contents

Acknowledgements; Introduction: Feasibility and the Consequences of Using Information in Futures Markets Barry A. Goss 1. An Institutional Analysis of Futures Contracting Cento G. Veljanovski 2. Experimental Futures Markets Glenn W. Harrison 3. Hedging, Risk and Profits: Notes on Motives for Hedging on Futures Markets Basil Yarney 4. Intertemporal Allocation in the Australian Wool Market Barry A. Goss and David E. A. Giles 5. An Analysis of Investment Horizon and Alternative Risk-return Measures for Commodity Futures Markets Cheng-Few Lee and Raymond M. Leuthold 6. Trading Volume and Price Variability: New Evidence on the Price Effects of Speculation David J.S. Rutledge 7. The Forward Pricing Function of the London Metal Exchange Barry A. Goss 8. An Analysis of Gold Futures Prices in Large and Small Markets C. Rae Weston and Ross McDonnell 9. The Distribution of Returns in Sydney Wool Futures Keven Rainbow and Peter D. Praetz 10. Conjectured Models for Trends in Financial Prices, Tests and Forecasts Stephen J. Taylor; Index

Name: Futures Markets (Routledge Revivals): Their Establishment and Performance (Hardback)Routledge 
Description: By Barry Goss. First published in 1986, this book discusses many important aspects of the theory and practice of Futures Markets. It describes how they, at the time, grew to be an increasingly important feature of the world's major financial centres. Indeed,...
Categories: Economic Forecasting, Investment & Securities, Economics