The global value of trading in index futures is about $20 trillion per year and rising and for
many countries the value traded is similar to that traded on their stock markets. This book …

Yield and the Hedging Page 1 Systematic Risk, Dividend Yield and the Hedging Performance of
Stock lndex Futures David Graham Robert Jennings W use random sampling techniques to form …

Over the last 20 years, research has confirmed and reconfirmed the benefits of international
diversification.[See Madura (1984) for a review of this research.] However, changes in …

Stock index futures contracts (SIFCs) were developed in part to allow equity investors to
conveniently hedge portfolio risks. Therefore, we may expect to observe smaller bid/ask …

David Graham Robert Jennings e use random sampling techniques to form portfolios of
common stocks so W that the portfolios differ in systematic risk and dividend yield. Using …

This thesis provides a detailed empirical evaluation of the role and function of the FTSE 100
and FTSE Mid 250 index futures contracts, by considering the interrelated issues of hedging …

This dissertation studies the economic feasibility of introducing the stock index futures
markets in Korea. The fundamental characteristics that are considered when proposing …

株價指數先物9 導入菩 乳帝世豫備的研究 Page 1 啟明太學校,產業經營研究所經營經濟第27輯
1號,1994,2.20 株價指數先物9 導入菩 乳帝世豫備的研究 鄭 載 煌* 《目 次》 I. 머리말 量一2,最邀魏 …