Volatility, volume, and the notion of balance in the S&P 500-cash and futures markets

Article Abstract:

The existence of an optimal relationship between trade volume in cash and futures markets is examined, together with the impact of this relationship on price volatility and stability in cash markets. Results revealed that the ratio of the daily trading value of Standard and Poor's futures contracts and those of the New York Stock Exchange's stocks averages at 1. Lower price volatility occurs when the expected ratio of futures trading and cash trading is higher.

Author: Brown-Hruska, Sharon, Kuserk, Gregory
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 1995
Stock-exchange, Stock exchanges, Capital market, Capital markets

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA

S&P futures returns and contrary sentiment indicators

Article Abstract:

Research is presented describing the study of Standard & Poor's 500 futures contract and statistical methods used to predict market performance over differing time periods.

Author: Simon, David, Wiggins, Roy
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2001
Stochastic processes

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA

Clustering and psychological barriers: the importance of numbers

Article Abstract:

Research is presented describing the importance of financial market clustering and the psychological barriers erected through conventional and cultural behaviour patterns.

Author: Mitchell, Jason
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2001
Psychological aspects, Financial markets, Literature, Psychological research, Cluster analysis

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA


Subjects list: Research, Futures market, Futures markets, Standard and Poor's 500-Stock Price Index (Index), Securities dealers, Securities industry
This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.