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Foundations of Futures Markets

Author

Listed:
  • A. G. Malliaris
Abstract
This definitive selection of Professor Malliaris’s work in the area of futures markets provides a comprehensive analysis of the field. He examines the behaviour of futures prices, investigates random walks versus chaotic dynamics, researches the relationships between agricultural prices, analyses the behavior of hedge ratios for financial futures and identifies some key determinants of price volatility. He also offers a list of important research questions for future investigation. A detailed foreword by Professor Jerome Stein is also included in the book.

Suggested Citation

  • A. G. Malliaris, 1999. "Foundations of Futures Markets," Books, Edward Elgar Publishing, number 1509.
    • Handle: RePEc:elg:eebook:1509
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    File URL: http://www.e-elgar.com/shop/isbn/9781858988368
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    Cited by:

    1. Leontitsis, Alexandros & Vorlow, Constantinos E., 2006. "Accounting for outliers and calendar effects in surrogate simulations of stock return sequences," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 368(2), pages 522-530.

    More about this item

    Keywords

    Economics and Finance;

    JEL classification:

    • G0 - Financial Economics - - General

    Statistics

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