Isbn: 9783330026643 - price discovery,causality and forecasting in indian futures market (6 resultados)

Paperback. Condición: Brand New. 01 edition. 108 pages. 8.66x5.91x0.25 inches. In Stock.

Taschenbuch. Condición: Neu. Price Discovery,Causality and Forecasting in Indian Futures Market | Rajesh Jayakar Pai | Taschenbuch | 108 S. | Englisch | 2017 | LAP LAMBERT Academic Publishing | EAN 9783330026643 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. …

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The issues of price discovery on spot and futures markets are topics of interest to traders, financial economists and analysts. Although spot and futures markets react to the same information, the major question is which market reacts first the spot or Futures .Theoretically speaking, when two markets for the same asset are faced with the same information arriving simultaneously, the two markets should react at the same time in a similar fashion. If the two markets do not react at the same time, one market will then lead the other. When such a lead-lag relation appears in case of price adjustments, the leading market is viewed as contributing a price discovery function for that sector. My research study is to analyze existence of prohibitive transactions costs or institutional barriers or incorrect trading strategies which could be impeding arbitrage between two markets and hindering efficient functioning of derivatives market. Understanding the behavior and price effects of futures and spot index trading in different world markets is of great significance to Brokerage houses, Investors and Portfolio Managers. 108 pp. Englisch.…

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Pai Rajesh JayakarRajesh teaches Executive MBA s and accomplished Banking and Finance Trainer with strong finance acumen and proven track record in Derivatives, Mergers and Acquisition ,Corporate Finance ,Foreign Exchange Management .…

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The issues of price discovery on spot and futures markets are topics of interest to traders, financial economists and analysts. Although spot and futures markets react to the same information, the major question is which market reacts first the spot or Futures .Theoretically speaking, when two markets for the same asset are faced with the same information arriving simultaneously, the two markets should react at the same time in a similar fashion. If the two markets do not react at the same time, one market will then lead the other. When such a lead-lag relation appears in case of price adjustments, the leading market is viewed as contributing a price discovery function for that sector. My research study is to analyze existence of prohibitive transactions costs or institutional barriers or incorrect trading strategies which could be impeding arbitrage between two markets and hindering efficient functioning of derivatives market. Understanding the behavior and price effects of futures and spot index trading in different world markets is of great significance to Brokerage houses, Investors and Portfolio Managers.…

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The issues of price discovery on spot and futures markets are topics of interest to traders, financial economists and analysts. Although spot and futures markets react to the same information, the major question is which market reacts first the spot or Futures .Theoretically speaking, when two markets for the same asset are faced with the same information arriving simultaneously, the two markets should react at the same time in a similar fashion. If the two markets do not react at the same time, one market will then lead the other. When such a lead-lag relation appears in case of price adjustments, the leading market is viewed as contributing a price discovery function for that sector. My research study is to analyze existence of prohibitive transactions costs or institutional barriers or incorrect trading strategies which could be impeding arbitrage between two markets and hindering efficient functioning of derivatives market. Understanding the behavior and price effects of futures and spot index trading in different world markets is of great significance to Brokerage houses, Investors and Portfolio Managers.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 108 pp. Englisch.…