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 …

We examine whether US banks' fair value net assets, measured according to the three-level
hierarchy introduced in SFAS 157, are associated with information asymmetry during the …

Volatility in financial markets has forced economists to re-examine the validity of the efficient
markets hypothesis, and new empirical approaches have been applied to the study of this …

Index Futures, Program Trading, Page 1 Index Futures, Program Trading, and Stock Market
Procedures Hans R. Stoli S: their introduction in 1982 and 1983, stock index futures and options …

of Cash Index Alternatives Page 1 The Economics of Cash Index Alternatives Lawrence Harris
INTRODUCTION Demands for holding and trading risk via broad market portfolios grew …

Im Rahmen des Forschungsprogramms des Instituts für das Spar-, Giro-und Kreditwesen an
der Rheinischen Friedrich-Wilhelms-Universität hat Axel Gie-Belbach die hier vorgelegte …

Abstract The Time Series Data Mining framework developed by Povinelli is extended to
perform weekly multiple time-step prediction and adapted to perform weekly stock selection …

Volatility in financial markets has forced economists to reexamine the validity of the efficient
markets hypothesis, and new empirical approaches have been applied to the study of this …

abstract This study examines the relationship between board independence, board
diligence and liquidity in Malaysia, an emerging market. Liquidity is proxied by three …

Lev (1988) claims that fuller disclosure of information should decrease inequities among
investors by decreasing information asymmetries due to equal access to information. The …