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An analysis of hedging in the UK potato futures marketMartin, J. P. January 1987 (has links)
No description available.
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An analysis of speculator behavior and the dynamics of price in a futures marketHowell, James Andreas 12 1900 (has links)
No description available.
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Adaptive efficiency of futures and stock markets : analysis and tests using a genetic programming approach /Miles, Stanley. January 2006 (has links)
Thesis (Ph.D.)--York University, 2006. Graduate Programme in Education. / Typescript. Includes bibliographical references (leaves 189-205). Also available on the Internet. MODE OF ACCESS via web browser by entering the following URL: http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:NR19800
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Essays on theoretical and empirical studies of commodity futures marketsZhou, Haijiang. January 2005 (has links)
Thesis (Ph. D.)--Ohio State University, 2005. / Title from first page of PDF file. Document formatted into pages; contains xi, 114 p.; also includes graphics (some col.) Includes bibliographical references (p. 108-114). Available online via OhioLINK's ETD Center
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Termynkontrakte as verskansingsmeganismeMaree, Johannes Petrus 14 April 2014 (has links)
M.Comm. (Business Management) / Please refer to full text to view abstract
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Crude oil pricing : the role of speculation in the futures market / Role of speculation in the futures marketYan, Michael Hall 21 August 2012 (has links)
This paper is intended to better understand the effects of speculation on crude oil prices. While speculation has many benefits such as increasing market liquidity and bearing market risks that other wish to offset, speculation can also create unwanted market volatility and economic bubbles. During the past decade, crude oil prices have been extremely volatile causing increased controversy between investors and regulators regarding the role that oil speculation has played in the price of crude oil. This report examines the relationship between crude oil spot and futures prices to determine the role arbitragers, speculators, and hedgers have had in crude oil pricing. / text
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Market efficiency test in the VIX futures marketZhang, Jian. January 2008 (has links)
Thesis (M.S.)--University of Wyoming, 2008. / Title from PDF title page (viewed on Apr. 1, 2010). Includes bibliographical references (p. 40-41).
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An empirical investigation of the impact of capital market liberalization on the Philippine equity marketUnite, Angelo Africa. January 1997 (has links)
Thesis (Ph. D.)--University of Alberta, 1997. / Includes abstract. Includes bibliographical references (p. 161).
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Institutional bricolage : the development of China's futures marketWei, Hua January 2014 (has links)
China's futures market has undergone a significant structural change. It was a 'vertical silo' and now it is being developed into a 'horizontal' structure with Chinese characteristics. Such a change involves a series of changes in institutional arrangement. If researching the phenomenon when it was settled, the observation and, consequently, the conclusion would likely to see it was the state that had led the change. However, participated and observed through the change, this thesis is going to argue that the grassroots heroes, the practitioners from a marginalized sub-sector, have contributed significantly. The state is powerful and dominant whereas the regional exchanges leveraged their resources to corral the state and shape the institutional field. The focus of organizational and management studies can be roughly categorized as three dimensions: how changes occur within organizations, how the institutional environment shapes organizations and how organizations influence the sociocultural context within which they operate (Parsons, 1956). In the recent decades, organizational studies have made significant progress in the first two but little in the third (Barley, 2010). Research should progress in the third dimension regardless of the untidy and unaesthetic nature of the reality, as organizations have influenced the sociocultural context substantially. The purpose of this thesis is to contribute to the third dimension by arguing that institutional bricolage characterizes the process by which individuals and organizations change institutions to fulfil their purposes, be it changing the institutions, building a market or protesting the constraints imposed upon them. Institutional bricolage is the strategy, mentality and philosophy for grassroots heroes who have no political power but are still ambitious to have their voices heard and hence influence the change from the lower strata. The ideas in this paper are informed by the experience of China's futures market, where the researcher participated as a strategy manager for about a year. The organization in question is a regional exchange that previously had no place in China's official market structure and became legitimized as the outcome of a regulatory crackdown. This thesis, therefore, uncovers the underexplored part of China's financial market, the regional exchanges, and sheds light on China's institutional change.
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Is The Oil Market Efficient? : A Cointegration Study of Spot and Futures PricesNilsson, Mattias January 2008 (has links)
<p>The oil market is arguably the most influential commodity market in the world, in that it has an effect on all economic variables in one way or another. Due to oil’s central role in the world economy, it is of the utmost importance that all parts of society strive to increase the understanding of how the market works. This study has analysed the efficiency of the oil market in the period 1986 to 2008, with the efficient market hypothesis as the theoretical framework. Data on the prices of spot and futures contracts on crude and heating oil has been collected from the New York Mercantile Exchange, and tested for cointegration, with the underlying assumption being that cointegration is a sign of weak form efficiency. The results implies that the spot and futures prices have not been cointegrated during the studied period, and thus we conclude that the oil market has not behaved in accordance with the weak form of the efficient market hypothesis.</p>
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