Hedging, liquidity, and the competitive firm under price uncertainty

Article Abstract:

The behavior of the competitive firm under price uncertainty, when the firm has access to an intertemporally unbiased futures market is examined. The liquidity risk created by the interim funding requirement of a futures hedge adversely affects the hedging and production decisions of the competitive firm under price uncertainty.

United States, Hedging (Finance), Liquidity (Finance)

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The stock closing call and futures price behavior: evidence from the Taiwan futures market

Article Abstract:

The examination of the futures prices on the Taiwan futures market before and after the batching period of the stock closing call is presented. The impact of the stock closing method on the pricing of futures options is discussed.

Taiwan, Economic aspects, Securities trading

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