Variability in soyabean futures prices: an integrated framework
Article Abstract:
The development of a better prototype of the variance of changes in futures prices including information, market structure and economic variables led to the discovery of the nonlinear nature of the Samuelson effect, the limited importance of seasonal variables, the reduction of price volatility due to speculation, the increase of volatility when large traders on the short side enjoy a consolidation of open interest, and the existence of a clear distributed lag in the models.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 1992
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Optimal contract design: For whom?
Article Abstract:
A 1997 change in derivative contracts at the Chicago Mercantile Exchange did not asffect accessibility but did increase market revenue.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
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