Fractional versus decimal pricing: evidence from the UK long gilt futures market
Article Abstract:
The impact of shifting from fractional to decimal pricing in the United Kingdom Long Gilt futures market is analyzed. The various means to reduce tick size and decimalization in a derivatives market setting.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2005
United Kingdom, Pricing Policy, Methods, Analysis, Futures market, Futures markets, Pricing, Financial markets, Product price
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2005
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An examination of momentum strategies in commodity futures markets
Article Abstract:
The examination of momentum strategies in commodity futures markets, based on the comparison of momentum profits in the commodity futures and stock markets, is presented.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2007
United States, Security brokers and dealers, Security and Commodity Services, Securities & Commodities Services, Securities, Commodity Contracts, and Other Financial Investments and Related Activities, Commodity contracts brokers, dealers, Securities industry, Comparative analysis, Growth, Commodities industry, Company growth, Yield (Investments)
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2007
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Comment about this article or add new information about this topic:
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