Heterogeneous expectations of traders in speculative futures markets

Article Abstract:

Research is presented describing the study of futures market trader behaviour and expectations which lead to the heterogeneity of approaches from both the supply and demand side.

Stock Brokerage, Stockbrokers, Institutional economics

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Limits to linear price behaviour: futures prices regulated by limits

Article Abstract:

Research is presented describing the study of limit regulation of futures market prices and the behaviour of traders when limits are imposed but not always reached.

Securities Dealers, Investment Banking and Securities Dealing, Price control, Price regulations

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New trading practices and short-run market efficiency

Article Abstract:

The short-run autocorrelation of Standard and Poor 500 index returns was examined to determine whether or not new institutional trading practices have fundamentally changed the behavior of stock prices. New trading practices include index arbitrage and other strategies that involve simultaneous trading in many securities. The results show that the autocorrelation found in earlier studies was due to inefficiency in the processing of market-wide information. This autocorrelation has disappeared due to recent technological and institutional improvements in the processing of market information.

Securities Trading, Analysis, Autocorrelation (Statistics), Standard and Poor's 500-Stock Price Index (Index)

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