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Author: Holbrook Working
Publisher:
ISBN:
Category : Agriculture
Languages : en
Pages : 36
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Author: Holbrook Working
Publisher:
ISBN:
Category : Agriculture
Languages : en
Pages : 36
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Author: Atmaram Shridhar Naik
Publisher:
ISBN:
Category : Prices
Languages : en
Pages : 180
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Author: Aaron C. Johnson
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 88
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Author: Ronald Britto
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 40
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Author: Clyde Lockwood Marine
Publisher:
ISBN:
Category :
Languages : en
Pages : 98
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Author: Thomas A. Hieronymus
Publisher: Ceres Books LLC
ISBN: 0578357976
Category : Business & Economics
Languages : en
Pages : 543
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Winner of the Award for Publication of Enduring Quality from the American Agricultural Economics Association The classic and must-have book on the commodity futures market For decades, Economics of Futures Trading has been known as “the bible” of the commodity futures market. This updated edition provides the foundation for everything you need to know in commodity basics and the economics of futures trading. In this comprehensive and essential guide, Professor Hieronymus reveals secrets and wisdom attained from decades of hands-on experience and research in the field. His timeless insight provides the fundamentals necessary for trading in pursuit of profits–whether you are new to the world of commodity trading or experienced. Dr. Hieronymus’ witty and engaging writing ushers you into the world of trading so you can attain success in these ever-growing markets. The underlying principles presented in this classic remain unchanged, and your understanding of all the complex concepts in futures trading will be enhanced, such as: Operation and performance of the commodity market. Hedging and speculation. Historical developments. And much more. This remains the ultimate guide and go-to resource for anyone interested in the operation of commodity markets. Set yourself up for success as you navigate the complexity of the market by first gleaning from a gold mine of insight offered in this easy-to-digest classic.
Author: Lucy F. Ackert
Publisher: South Western Educational Publishing
ISBN: 9780538752862
Category : Investments
Languages : en
Pages : 0
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The book begins by building upon the established, conventional principles of finance that you've have already learned in your principles course. The authors then move into psychological principles of behavioral finance, including heuristics and biases, overconfidence, emotion and social forces. You immediately see how human behavior influences the decisions of individual investors and professional finance practitioners, managers, and markets. You also gain a strong understanding of how social forces impact individuals' choices. The book clearly explains what behavioral finance indicates about observed market outcomes as well as how psychological biases potentially impact the behavior of managers. The book's solid academic approach provides opportunities for you to utilize theory and complete applications in every chapter as you learn the implications of behavioral finance on retirement, pensions, education, debiasing, and client management. The book spends a significant amount of time examining how today's practitioners can use behavioral finance to further their professional success.
Author: Dennis W. Carlton
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 36
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Author: David Cohen
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 135
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There has been much concern voiced over the possible spot market volatility effects of the new financial futures markets, particularly in a study by the Federal Reserve Board and the Treasury Department regarding Treasury instrument futures markets. This study is designed to provide evidence on the spot price volatility effects of futures trading in 90-day Treasury Bills, The method of analysis is to first identify periods of time that are roughly similar in their overall capital market volatility, but differ in that one period is before TBill futures trading began and its comparable period is after TBill futures trading began. Next several econometric techniques are used to estimate models of interest rate determination. The estimation produces measures of spot TBill rate volatility for each of the comparable periods which are then used in a pairwise fashion to ascertain the spot price volatility effects of futures trading. The interest rate models come from the rather large body of macroeconomics literature dealing with the formation of interest rates. The econometric techniques span different assumptions imposed on the models and each technique provides consistent estimates of the model parameters under the stated conditions. Further, simple analysis of daily and weekly TBill rates is performed to provide continuity with studies of futures market spot price effects in other commodities. The results of all the statistical tests suggest that Treasury Bill futures trading does not increase spot market volatility during relatively stable periods of capital market activity, but is associated with increased spot Treasury Bill market volatility during times when overall capital market conditions are volatile. These results indicate that Treasury Bill futures trading alone does not increase spot market volatility, contrary to the hypothesis that simply the existence of financial futures trading destabilizes the underlying spot market.
Author: B.A. Goss
Publisher: Springer
ISBN: 134902693X
Category : Business & Economics
Languages : en
Pages : 236
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