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The Behavior of 'False' Futures Prices.
- Source :
- Journal of Futures Markets; Dec91, Vol. 11 Issue 6, p651-668, 18p, 11 Charts
- Publication Year :
- 1991
-
Abstract
- Focuses on the behavior of speculative prices of futures. Definition of the single-fixed price Japanese auction system; Implication of provisional prices on futures options pricing; Volatility of convergence to equilibrium using provisional price data on imported soybean futures in Tokyo Grain Exchange trading.
Details
- Language :
- English
- ISSN :
- 02707314
- Volume :
- 11
- Issue :
- 6
- Database :
- Complementary Index
- Journal :
- Journal of Futures Markets
- Publication Type :
- Academic Journal
- Accession number :
- 5915758
- Full Text :
- https://doi.org/10.1002/fut.3990110602