Foundations of Futures Markets


Foundations of Futures Markets

Selected Essays of A.G. Malliaris

9781858988368 Edward Elgar Publishing
A.G. Malliaris, Walter F. Mullady Sr Professor of Business Administration, Department of Economics and Department of Finance, Loyola University Chicago, US
Publication Date: 2000 ISBN: 978 1 85898 836 8 Extent: 360 pp
This definitive selection of Professor Malliaris’s work in the area of futures markets provides a comprehensive analysis of the field. He examines the behaviour of futures prices, investigates random walks versus chaotic dynamics, researches the relationships between agricultural prices, analyses the behavior of hedge ratios for financial futures and identifies some key determinants of price volatility. He also offers a list of important research questions for future investigation. A detailed foreword by Professor Jerome Stein is also included in the book.

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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.
Contents: Foreword by Jerome L. Stein Preface Part I: Overview Part II: Methods Part III: Agricultural Futures Part IV: Financial Futures Part V: Conclusions Index
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