Thesis (Ph. D.)--Northeastern University, 2008. / Title from title page (viewed Feb. 27, 2009). Graduate School of Arts and Sciences, Dept. of Chemistry and Chemical Biology. Includes bibliographical references (p. 156-158).

Thesis (Ph. D.)--University of Sydney, 2009. / Title from title screen (viewed 21 July 2009) Submitted in fulfilment of the requirements for the degree of Doctor of Philosophy to the Discipline of Finance, Faculty of Economics and Business, University of Sydney. "Three essays" in the title refers to the results of three empirical studies done by the author presented in six chapters. Degree awarded 2009; thesis submitted 2008. Includes bibliography references. Also available in print format.

The concepts of risk transfer and price discovery are well developed roles for futures markets. The interaction between traders in futures markets in the transferring and acceptance of price risk contributes to the discovery of price. Interaction of traders in the risk transfer and price discovery processes is examined in this dissertation. Data employed were for live cattle futures at the Chicago Mercantile Exchange developed from the confidential daily records of reporting trader positions maintained by the Commodity Futures Trading Commission. The analysis was for the period February 1983 through September 1987. The nearby futures contract price, volume, and open interest series supplement the daily trader position data base. / Ph. D.

published_or_final_version / Economics and Finance / Master / Master of Economics

Our result suggests a momentum effect in the index futures market that we find an abcdrmal return in some specific situations after deducting the transaction costs and tax in the simulation. All positive profits concentrate on short-term observing periods and short-term holding periods in momentum strategy. There is an obvious tendency that the profits slump through the increase of observing periods and the increase of holding periods. And the standard deviation of the profits goes larger as the holding periods extend. The momentum effect would still show in a shorter time period but a lower magnitude when we set the return criterion smaller. This phenomenon concurs with our expectation and implies that the behavioral theories can explain some parts of the momentum effect. In some cases the reversal profits are stronger in long-term observing periods but the standard deviation of it becomes very large and makes it difficult to implement. Other cases the profits are significant in short-term observing periods by intermediate or long-term holdings and long-term observing becomes disappointed. It needs more tests for a larger sample size to capture the characteristics of reversal phenomenon and acquire the parameters that can seize the reversal effect.

No description available.

No description available.

Societies are constantly changing, facing new challenges and possibilities generated by innovative technologies, sociospatial re-structuring and mobilities. This research approaches these challenges by exploring the role that stories about pasts, presents and futures play in planning. It sees stories as interlinked spaces of struggle over meanings, legitimacies and powers through which “our” valuable pasts and “our” desirable futures become re-constructed, framed and projected. It argues that powerful stories might consciously or unconsciously become institutionalised in policy discourses and documents, foregrounding our spatial realities and affecting our living spaces. These arguments and assumptions are investigated in relation to three cases: Regional-Pasts, SeGI-Futures and ICT-Futures. The stories about pasts, presents and futures surrounding these cases are investigated with the aim of initiating critical discussions on how stories about pasts and futures can inform, but also be sustained by, planning processes. While studies of these cases are presented in separate papers, these studies are brought together in an introductory essay and reconstructed in response to the research questions: How do regional futures become informed by the pasts? How do particular stories about the pasts become selected, framed and projected as envisioned futures? What messages are conveyed to the pasts and the presents through envisioned futures? How can stories of the past be referred and re-employed in planning to build more inclusive futures? To engage with the multidisciplinarity of these questions, they are investigated through dialogues between three main fields: heritage studies, futures studies and planning. The discussions have challenged the conventional divides between pasts, presents and futures, emphasised their plural nature and uncovered how the discursive power of stories play a significant role when interpreting pasts and envision futures in planning practices. / <p>QC 20160523</p>

The final thesis will focus on explanation of basic knowledge regarding futures contracts trading and possible ways of trading them as the basis for the analytical part. Analytical part is based on real-time trading of stock, currency, index and commodity futures during several days and intraday trading. In several time periods we will focus on the results of portfolio made by these futures traded on american stock markets. In the end we will compare the results of trading with the opportunity cost of the investor and evaluate his behavior on the futures market.

by Lai, Cheuk-wai Charles, Ng, Kwok-kwong Philip. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1990. / Bibliography: leaves 63-65. / TABLE OF CONTENTS / ABSTRACT --- p.i / TABLE OF CONTENTS --- p.ii / LIST OF EXHIBITS --- p.iv / ACKNOWLEDGEMENTS --- p.v / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- METHODOLOGY --- p.4 / Chapter III. --- INTEREST RATE SWAP --- p.7 / Basic Mechanism of Interest Rate Swap --- p.7 / Interest Rate Swap in Its Simplest Form --- p.8 / Interest Rate Swap with Intermediary --- p.9 / Basis Swap --- p.11 / Arbitrage --- p.12 / Application --- p.16 / New Instruments --- p.21 / Chapter IV. --- CURRENCY SWAP --- p.25 / Swap in Foreign Exchange Market --- p.25 / Swap in Capital Market --- p.26 / Chapter V. --- COMPARISON BETWEEN SWAP AND OTHER INSTRUMENTS --- p.38 / Chapter VI. --- RISKS ATTACHING SWAP CONTRACTS --- p.41 / Interest Rate Risk --- p.43 / Default Risk --- p.45 / Chapter VII. --- SWAPS IN PRACTICAL ENVIRONMENT --- p.57 / New Attitudes of Swap Intermediaries --- p.57 / Situations and Prospect of Swap Market --- p.59 / Empirical Use of Swap in the Market --- p.60 / Chapter VIII. --- CONCLUSION --- p.61 / BIBLIOGRAPHY --- p.63