• Anglický jazyk

Behaviour and Performance in US Futures Markets: Key market players

Autor: Ikhlaas Gurrib

Treasury Gary Gensler announced in 2009 that he believes the size of some markets and the effects that they have on the day-to-day lives of the American public make it that much more important that we aggressively fulfill our mandate in regulating those.... Viac o knihe

Na objednávku, dodanie 2-4 týždne

71.54 €

bežná cena: 81.30 €

O knihe

Treasury Gary Gensler announced in 2009 that he believes the size of some markets and the effects that they have on the day-to-day lives of the American public make it that much more important that we aggressively fulfill our mandate in regulating those. The first part of the book shows that excessive speculation/hedging in some futures markets needs regulatory attention. Issues like trading determinants, volatility measures, risk and return profile of the largest players in 29 Futures markets are defragmented. Later sections look at whether the giants of the markets were affected by major macroeconomic events of the last decade, and whether their return can be forecasted. The analysis sheds some light on different aspects of the behavior and performance of the key market players in the US markets, and is targeted for finance professionals, academics, and regulatory bodies like the Commodity Futures Trading Commission (CFTC) in its gauge towards more transparency and oversight. The book using the unique COT data is also guidance for small traders who form the residual of the market, after accounting for large hedgers and speculators.

  • Vydavateľstvo: LAP LAMBERT Academic Publishing
  • Rok vydania: 2010
  • Formát: Paperback
  • Rozmer: 220 x 150 mm
  • Jazyk: Anglický jazyk
  • ISBN: 9783838322865

Generuje redakčný systém BUXUS CMS spoločnosti ui42.