The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash

Article Abstract:

The study of market volatility during the 1997 Hong Kong stock market crash, based on the options pricing information pertaining to the said period, is presented.

Forecasts, trends, outlooks, Hong Kong, Analysis, Forecasts and trends, Options (Finance), Market trend/market analysis, Volatility, Market failures

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Price discovery in the foreign exchange futures market

Article Abstract:

A comparative analysis of the EuroFX, Japanese yen and Chicago Mercantile Exchange, with regard to their price discovery of currency futures, are presented.

Comparative analysis, Eurocurrency market, Yen (Japan)

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Intraday price-reversal patterns in the currency futures market: the impact of the introduction of GLOBEX and the euro

Article Abstract:

Impact of euro on the price reversals of currency derivatives in the Chicago Mercantile Exchange from 1988 to 2003 is examined.

Science & research, Research, Euro (Currency), Euro currency transition

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