Futures Markets: Why are they Different?

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Chapter 2 in Foundations of Futures Markets, 1999, pp 8-25 from Edward Elgar Publishing

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.

Keywords: Economics and Finance (search for similar items in EconPapers)
Date: 1999
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