Foundations of Futures Markets: Selected Essays of A.G. Malliaris (Financial Economists of the Twentieth Century)

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9781858988368: Foundations of Futures Markets: Selected Essays of A.G. Malliaris (Financial Economists of the Twentieth Century)
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A collection of work in the area of futures markets, by a professor of business administration at Loyola University Chicago. Gives a comprehensive survey of the field, an exposition of several methodologies, and a detailed presentation of important research topics. Examines the behavior of futures prices, investigates random walks versus chaotic dynamics, researches relationships between agricultural processes, and analyzes the behavior of hedge ratios for financial futures. A final section raises research questions for both agricultural and financial futures. Lacks a subject index. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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A.G. Malliaris, Walter F. Mullady Sr Professor of Business Administration, Department of Economics and Department of Finance, Loyola University Chicago, US

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Book Description Edward Elgar Publishing Ltd, United Kingdom, 2000. Hardback. Condition: New. Language: English . Brand New Book. Futures markets undergo perpetual change, influenced by and in turn influencing the flux of the world economy, trade balances and the nature of trading itself. A.G. Malliaris has been a pioneer in the analysis of futures markets, and this definitive selection of his work in the area provides a comprehensive analysis of the field. The book is unique in the literature of futures markets because of three distinct features: a comprehensive survey of the field, an exposition of several methodologies, and a detailed presentation of important research topics. These topics include the behaviour of futures prices, relationships between agricultural prices, random walks versus chaotic dynamics, an analysis of hedge ratios for financial futures and the determinants of price volatility. The final section offers important research questions for both agricultural and financial futures. Jerome Stein provides a forward to the volume. This significant collection presents a detailed guide to the subject of futures markets and will be an essential companion for students, researchers and practitioners. Seller Inventory # AAJ9781858988368

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Book Description Edward Elgar Publishing Ltd, United Kingdom, 2000. Hardback. Condition: New. Language: English . Brand New Book. Futures markets undergo perpetual change, influenced by and in turn influencing the flux of the world economy, trade balances and the nature of trading itself. A.G. Malliaris has been a pioneer in the analysis of futures markets, and this definitive selection of his work in the area provides a comprehensive analysis of the field. The book is unique in the literature of futures markets because of three distinct features: a comprehensive survey of the field, an exposition of several methodologies, and a detailed presentation of important research topics. These topics include the behaviour of futures prices, relationships between agricultural prices, random walks versus chaotic dynamics, an analysis of hedge ratios for financial futures and the determinants of price volatility. The final section offers important research questions for both agricultural and financial futures. Jerome Stein provides a forward to the volume. This significant collection presents a detailed guide to the subject of futures markets and will be an essential companion for students, researchers and practitioners. Seller Inventory # AAJ9781858988368

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Book Description Edward Elgar Publishing Ltd, United Kingdom, 2000. Hardback. Condition: New. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. Futures markets undergo perpetual change, influenced by and in turn influencing the flux of the world economy, trade balances and the nature of trading itself. A.G. Malliaris has been a pioneer in the analysis of futures markets, and this definitive selection of his work in the area provides a comprehensive analysis of the field. The book is unique in the literature of futures markets because of three distinct features: a comprehensive survey of the field, an exposition of several methodologies, and a detailed presentation of important research topics. These topics include the behaviour of futures prices, relationships between agricultural prices, random walks versus chaotic dynamics, an analysis of hedge ratios for financial futures and the determinants of price volatility. The final section offers important research questions for both agricultural and financial futures. Jerome Stein provides a forward to the volume. This significant collection presents a detailed guide to the subject of futures markets and will be an essential companion for students, researchers and practitioners. Seller Inventory # BTE9781858988368

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