stock index

The derivative problems seem to have accelerated, though Buffett is probably doing better this quarter with the stock index derivatives.

He said the fund doesn't rule out investing in domestic stock-index futures, which China plans to launch April 16.

As one of the most active trading futures, stock index futures have been speedily promoted and developed around the world.

The lawsuit comes as China plans to set up a derivatives exchange this year on which local stock index futures contracts will be traded.

Seen from the West, where the financial market is relative mature, the stock index futures is the inevitable result of the Stock.

South Korea's currency and main stock index have dropped after North Korea's state media said the country's leader Kim Jong-il had died.

The purpose of this research is to find out the relationship among the Russian stock index, oil price and US stock indices.

Though his investment in the stock- index option suffered heavy losses , it is far away from the stage to scrape the bottom of the barrel .

Chinese stock index continued to rise during recent three years, especially in 2007, the SSE Composite Index experience the steep trend.

In the case of stock index continuous killing fell sharply, possibility of a rebound in the near future is enormous.

This summary contains a list of the top five gaining and losing stocks, as well as the current stock index and trading volume.

I did not buy stocks, but know something about it. I said, why, the stock index now below 1, 000?

Finally it combines the preparations of the domestic stock index futures, and builds a set of three levels of risk index futures regulation.

In looking forward to, the risks of its own stock index futures and supervision to guard against what has become a top priority.

Then the stock index path modeled by the CRSLN model is used to pricing stock index option, although it is only a primary design.

The results show that the GARCH model can be a good fit to the weekly return series of Shenzhen Stock Index.

With regulators keen to avoid a similar episode, it will be awhile before they let stock-index futures get big enough to get noticed.

First, as stock index are actually relatively low, quite a number of stocks are of high investment value.

When to launch the stock index futures has been one of the hottest speculations as Chinese capital market is growing more mature.

Over the years, analysts often blamed the great volatility of China's stock market in part on the absence of stock-index futures.

Coupled with the introduction of stock index futures, the fund will focus on heavy weights, ST shares will be marginalized as a whole plate.

Recently, construction of spot portfolios becomes one of key steps in the futures-spot arbitrage of stock index futures.

Classical cost of carry model for the prices of stock index futures was derived from Arbitrage free pricing methods.

The reports of the alert status helped cause the main stock index in Seoul to drop more than three percentage points in early trading.

Thus this study analyzes the supervision of China stock index futures trading in terms of supervising models.

Stock index futures, as an instrument to avoid systematic risks, have been popular in foreign countries for many years.

China passes an historic milestone on the path to a market-driven economy on Friday as stock index futures begin trading on the mainland.

Stock index futures as the innovative financial derivative instrument provide a place to avoid systemic risk in the stock market.

China has given approval in principal for the launch of stock index futures, as well as short selling and margin trading of stocks.

Japan's Nikkei stock index sank almost five percent, to its lowest point in more than three years.

So far, in dollar terms, Brazil's Bovespa ranks as the best-performing stock index of 2009, notching up over 140 per cent.

Wild market speculations about the stock index futures also helped push up the indexes as major funds grabbed shares of blue chips.

South Korean lenders were among the biggest decliners on Tuesday in Seoul, where the main stock index slumped 3. 6%.

About three-quarters of the companies in the Standard & Poor's 500-stock index have reported their earnings so far.

Contract pricing is one of the most important research directions on Stock Index Futures, which has developed rapidly in recent years.

S. stock-index futures pointed to a weaker open on Thursday, with investors on edge ahead of key non-farm payrolls data due tomorrow.

The second part is the specific analysis on the risks of stock index futures, including the type and the management of these risks.

It's a rule that in a bullish market the stock index always falls fast in an adjustment period.

China's planned launch of stock index futures in a few months is the latest replica.

Beta is used to determine the number of contracts required to hedge with stock index futures or futures options.

The first chapter studies and expatiates the conception, specialty, history and international experience of the stock index futures.

Since then, the total return on FTSE's All-World stock index, in dollar terms, has been almost exactly zero.

Stock index futures is an important financial derivative instruments, which has great impact and application in the world financial market.

The quantity can enlarge obviously, the market initiative buying offer increases obviously, impelled the stock index bounce space greatly.

At this time, the introduction of stock index futures certainly has an important realistic significance.

The Nikkei, Japan's main stock index, promptly collapsed, plunging 14% before recovering a bit and ending the day down 11%.

This dissertation focuses on the application of SVR and its extension in predicting stock index time series.

Since stock index futures have short-mechanism, whether they sell under the pay or the next one can be traded.

Yesterday's rise of 17 per cent in India's benchmark Sensex stock index was an exception.

With the maturity of stock index future market, stock index future will reduce gradually the influence on spot markets fluctuation.

Therefore, researching the arbitrage model of stock index futures has important practical significance.

This paper is mainly directed against the stock index futures market volatility spillover effects of study.

China's benchmark stock index has lost nearly 28% this year, making it one of the world's worst performing markets.

The asymmetry phenomenon that the rise or the drop of implied standard deviation will not significantly affect stock index.

The stock index went up to 4800 points today. I can't believe my eyes.

A trust company participating in stock index futures trading shall abide by the relevant rules on futures exchange.

Portfolio Insurance A method of hedging a portfolio of stocks against the market risk by short selling stock index futures.

This paper is directed against the stock index futures market volatility spillover effects of study.

Professor Wang makes an illustration of the operation theory of the stock index option.

Although China stock index futures are young, it has been formed that the Stock index futures provide the pilot signal to HS300 index.

So far, Chinese stock index futures market is a rising market.

In the chapter of stock index futures risk evaluation we research from two aspects, qualitative and quantitative evaluation.

Therefore, full understanding of stock index futures of cash market and its influence to the risk control is very important.

Not surprisingly, the Nikkei 225 stock index more than tripled in less than five years, companies blossomed and the use of debt skyrocketed.

US stock index futures also pointed to a lower opening as investors fretted about the rising tension.

The approaches of the stock index futures to evade the systematic risks include hedge and arbitrage.

Now, the stock index future has been the biggest variety in the financial futures, as well as in the futures.

Spots transaction system of stock index can be regarded as a new system of transaction and risk management.

This paper elaborates the oriention and basic function of the stock index futures in the economics theoretically.

As a new financial tool, what influence will have after the stock index futures' loading?

The Dow Jones Industrial Average and the S&P 500-stock index each rose more than 20%, the traditional definition of a bull market.

Segregated accounts are currently restricted to stock index futures on the derivatives front.

This article is directed against the yield data of stock index futures in simulation market.

This involved investors selling stock-index futures to protect themselves from falls in the value of their portfolios.

Second, stock index futures increased volatility and non-symmetry volatility of stock market.

The TARCH model shows that the stock index futures have improved the information efficiency of the spot market.

If the stock index futures is mismanaged, investors may be faced to huge losses, and even disrupt the country's financial order.

As measured by the Standard & Poor's 500-stock index, it has risen more than 30 percent since his gloomy pronouncement.

Greek bonds fell for the seventh straight session on Thursday and the Greece's benchmark stock index tumbled.

Third, stock index futures accelerate the speed of information transmission.

DOW Theory A long-established technical market theory which considers, among other things, stock index averages.

It is estimated that after the city human spirit's unceasing promotion, the stock index continues to bounce upwardly hopefully.

Secondly this article carries on the recognition to the stock index futures transaction's risk.

Many individuals and other participants, including mutual funds, won't be permitted to deal in stock-index futures immediately.

Positive findings of the study on China's stock index futures market is of important guiding significance.

Stock index futures can bring the non-risk profit for the investor as the new profit pattern which is worth studying.

Nasdaq, for instance, this past week said it licensed Shanghai-based Guotai Asset Management to use the benchmark Nasdaq-100 stock index.

Therefore, equity investors, engaged in very careful when stock index futures.

The stock index futures, as a kind of innovative financial vehicle, could provide a new idea to perfect our financial market.

Stock index futures are the first financial futures at home.

The S&P 500-stock index, in particular, is in danger of tripping over a talisman that has boded ill in the past.

The James fund so far this year has returned 4. 7%, versus a 2% return for the Standard & Poor's 500-stock index (including dividends).

the third part analysis Chinese stock index futures risk and regulatory conditions, and given the relevant policy recommendations.

Then it compares the experience from the mature market of the stock index future.

Its shares this year are down 26% year to date, compared with a 16% drop in Shanghai's main stock index.

Regulators are preparing to launch stock index futures trading and to expand the stock warrant market.

The country's main stock index fell 15% in a day, wiping out $22 billion in market capitalization, and other emerging markets fell, too.

It was the highest close for the blue-chip stock index since Sept. 26, 2008, just after the collapse of Lehman Brothers.

Since then, Treasury futures and stock index futures successively show up.

Arbitrage trading of stock-index futures is a new profitable model worth studying.

An option is a bet that a specific stock, index, or future will reach or exceed a specific price within a specific time.

The nature of evading the systematic risks by applying the stock index futures is to. . .

Trading in stock index futures will begin on April 16, the China Financial Futures Exchange announced late last Friday.

This thesis mainly studies future-spot arbitrage and calendar-spread arbitrage with CSI 300 stock index future.

But, China's stock index futures market is late-started, lack of experience.

Trading and underwriting volumes have soared amid a five-fold rise in China's benchmark stock index over the past two years.

Option Strategies: Profit-Making Techniques for Stock, Stock Index, and Commodity Options, 3rd ed.

Pakistan's benchmark stock index jumped 4. 5% on news of Mr. Musharraf's resignation, and the rupee strengthened against the dollar.

Minutes after the announcement, the Nikkei stock index shot up 100 points and the yen weakened against the dollar.

The Standard & Poor's 500 stock index kept up with or bested inflation in more than half of the high-inflation periods since 1974.

About a third of S& P 500-stock index companies have turned in earnings, and the results once again look impressive.

Furthermore, the positive relation is also applicable to stock index futures.

on the contrary, the stock index may see a interim rebound peak in the second quarter next year.

For example, a stock index fund can be designed to match the performance of the whole stock market, investing in thousands of stocks.

At the turn of the year, the Chinese government approved the use of short selling using stock index futures, along with margin trading.

Stock index future has a potential influence on the volatility of spot market.

The stock index future is a useful tool avoiding system risk in the stock market.

With the Sept. 8, 2006 China Financial Futures Exchange was formally established in Shanghai, will launch stock index futures.

So, we are inspired to do some research on impact of cost on stock index futures market.

The stock index future arbitrage tactics studies.

The first stock index futures market simulation software.

U. S. stock-index futures climbed while Asian shares retreated.

3 per cent decline in the Shanghai Composite, the biggest one-day fall in six months for China's benchmark stock index.

Stock-index futures fell after the report, erasing earlier gains.

Index Future is a contract which to purchase or sell a stock index between two parties.

But the FTSE-100 stock index rose, and closed at a fresh high for the year.

Then discusses the basic principles of stock index futures hedging and classification was carried out.

And it also shows that developing stock index futures will benefit Chinese security market.

U. S. stock-index futures declined in electronic trading.

Chapter IV: Risk control system in the stock index future trading.

According to the analysis of the domestic and foreign economics situation, it is high time to develop the stock index futures.

In 2007, Chinese will bring about stock index futures, and enter the times of finance index futures.

But I want to present to you a group of investors who have, year in and year out, beaten the Standard & Poor's 500 stock index.

Speculating with stock index futures?

Watching Sina Blog readership rise is more exciting than watching the stock index rise.

"Yen appreciation is alsocausing the Nikkei [stock index] plunge, " he says.

Yes, both the Dow Jones Industrial Average and S& P 500-stock index have fallen by more than 10% since their April highs.

China's benchmark stock index has climbed 90 per cent so far this year after falling 65 per cent in 2008.

KKR said its publicly traded unit fell 32% in the quarter, trailing the average decline of 23% for the Standard & Poor's 500-stock index.

Adding to fears of resurgent asset bubbles, the benchmark Chinese stock index has surged nearly 13 per cent in just the past two weeks.

The conclusion is that the leverage effect and week effect is obvious for waving of in the Shanghai and Shenzhen stock index.

It is quite possible to cause a large loss of investor once the stock index futures are operated and managed improperly.

The emerging market stock index is up 17 per cent in three months, roughly twice as much as the S& P 500 index.

Will a "Fun" Stock Index of Olympic Partners Turn Serious?

Currently, the research in stock index futures mainly focused on pricing, price discovery, arbitrage, hedging and so on.

Futures contracts, such as stock index futures, that settle for cash, not involving the delivery of the underlying.

Despite problems in many European economies, Germany's main stock index, the Dax, rose about 16% in 2010.

According to related regulations in Enterprise Accounting Standard, how to implement accounting of stock index futures is discussed.

Purchase of the stock index instead of actual shares of stock.

In Chapter 2, we summary the estimation methods of hedge ratio, and use HS300 simulation stock index future data to compare.

The news encouraged investors, and Japan's benchmark Nikkei stock index rose a sharp 2. 7 percent.

These were top stocks of the decade in the Standard & Poor's 500-stock index.

This study explores variations in mean and volatility of Taiwan's stock index returns using assorted GARCH(1, 1)-M models.

Watching the dollar and moves in the Standard & Poor's 500-stock index 'is almost tick for tick.

The Nikkei stock index is down 80% from its 1989 peak. Property prices fell more than 80%.

On Wall Street, a sudden drop in a big stock index shocked investors on May sixth.

Only three of the stocks in the Standard & Poor's 500-stock index rose.

China's Shanghai Composite stock index is up more than 75% this year.

China's benchmark stock index has fallen more than 18 per cent since mid-April.

The Dow Jones industrials and the Standard & Poor's 500-stock index have rallied roughly 70% since last March.

In Dublin, the ISEQ stock index gained 0. 5%, as investors awaited an auction of Irish government debt.

South Korea's benchmark stock index fell 1. 8%, slightly outpacing drops in other Asian markets.

Hu-Shen300 stock index futures is a subject index for Hu-Shen 300 index of financial futures contracts.

South Korea's benchmark Kospi stock index ended the week 2% lower.

How to minimize the risks is the primary problem that a securities company needs to consider before entering the Stock Index Futures market.

Day trading strategy is a good strategy for Stock Index Future in Taiwan. It can help investors earn profits.

Shanghai's main stock index fell 2. 9% Wednesday, with large declines in banking stocks.

Every sector of the Standard & Poor's 500-stock index finished in negative territory, and all but 31 of S&P 500 stocks fell.

Does China really need to launch stock index futures?

Understand how to calculate the fair value of the stock index futures.

The Nikkei stock index rose 4. 4% on Tuesday, an uptick that's been linked to Buffett's comments.

I find the most efficient strategy for investing in stocks is to buy an S& P 500 stock index fund that has a low expense ratio.

Tokyo's main stock index fell following the news, ending down 1. 7%.

Markets seem welcoming, with the FTSE All World stock index up 28 per cent since its March 9 low.

In China it has been four years since Shanghai Stock Exchange start to develop Stock Index Futures market on December, 2004.

In the third part, we discuss the strategies using stock index futures.

But its stock index since 1992, when the Shanghai Stock index stabilized around 1000, has posted annual compound return of just 7%.

Last week, China launched its first domestic stock-index futures contract, based on the CSI 300 Index.

Guotai Asset Management Co. , a Shanghai-based fund manager, in April started the first fund in China to track a U. S. stock index.

The Mumbai stock index, the Sensex, tumbled by 4. 5 percent soon after trading opened.

Therefore, researches on stock index future arbitrage become more and more valuable both in theory and application.

The main stock index in Shanghai rose 0. 15 per cent in the morning session of trading.

Overall, hedge funds have lost less than 5% this year through August, well below the 12. 6% loss of the S&P 500-stock index.

The Nikkei stock index was down 2% one month later.

The contracts would pay off about $4 billion should Standard & Poor's 500-stock index fall to 800 in June.

Index future is a kind of finance futures, which is the futures of the stock index.

U. S. stock index futures rose, while Intel jumped more than 5 percent to $22. 16 in extended trade.

Why Doesn't Stock Index Futures Open Tardily?

As of Monday's close, the Standard &Poor's 500 stock index was up 34. 1% from its closing low on March 9th.

According to the newspaper, the stock index has dropped by 11% in one week.

The Mumbai stock index, the Sensex, plunged by 800 points Friday, bringing it down to 10, 527 points.

The two parties trade a stock index at a certain time and price in the future.

The Standard & Poor's 500-stock index closed down 2 percent.

When the volatile Nikkei stock index plunged 3. 9% last Monday.

Stocks plunged, with the Standard & Poor's 500-stock index losing nearly 9 percent, its worst day since Oct.

We have a stock index futures market and notably we have an oil futures market.

Over the past year, gold is up 23% and the Standard & Poor's 500-stock index is up 15%.

However, stock index futures are still in the embryonic stage in China.

the development of foreign stock index futures as reference.

We've (Brief) look at market on Wall Street, US stock index are up at this hour.

U. S. stock index futures fell more than 1 percent while gold hit a new high of $1, 616. 89 in early trade in Asia.

That same day, the Hang Seng stock index dropped 5. 7 per cent.

China set up the exchange in late 2006 to launch derivatives, starting with stock index futures.

Dividends for financial companies in the Standard & Poor's 500-stock index fell to $19 billion in 2010, from $51 billion in 2007.

The Dow Jones Industrial Average fell 3. 6% last week and the broad Standard & Poor's 500-stock index 5%.

China's main stock index has shed 4 percent since May 25.

And Australia's main stock index ended up 2. 9%.

Our country is about to launch stock index futures, and have made a large number of legislative preparation.

Shanghai's benchmark stock index closed Wednesday at 2857. 15, down 10% from mid-April when the government's property curbs began.

The Shanghai Composite stock index tumbled another 2. 1% last night to 2180. 90, its lowest close since March 2009.

The shares trade slightly above the S&P 500-stock index's multiple of 16, based on expected 2007 earnings.

What is more obvious in that 60'line in Shanghai stock index, and "deviation" in the daily line is that you can see.

At 1005. 65, the Standard &Poor's 500-stock index is nearly 50% above its March low.

That is compared with 35% of the companies in Standard &Poor's 500-stock index, according to Blackstone.

Between March 9 and May 4, Standard & Poor's 500-stock index surged 34%.

The broad Standard &Poor's 500-stock index did even worse, down 38. 5% for 2008, its worst year since 1937.

The Brazilian Ibovespa stock index, for example, tumbled more than 7% last week, worse than the drop for U. S. stocks.

With Stock-index futures listing period approaching in China, our concern on that is rising continuously.

The Russell 2000 small-stock index jumped 89% from March 9, 2009 through Jan. 19, outpacing the Dow's 64% gain.

The broader Standard & Poor's 500-stock index dropped 18. 81 points, or 1. 59 percent.

The significant feature of china stock index is that it is more volatile and more risk, which can not be avoided by diversified investment.

The benchmark stock index has now fallen 52 per cent from a record high struck last October.

The Standard & Poor's 500-stock index shed 2. 82% to 1089. 47.

So far we can not find a paper about domestic stock index and foreign joint-stock index.

Disliked it was. While the Dow Jones Asia Pacific Stock Index jumped roughly 32% last year, Japan's Nikkei could only muster a 19% gain.

Nonfinancial companies in the Standard & Poor's 500-stock index are sitting on a record $2 trillion, according to FactSet.

Universa's clients also lost money last year, when the Standard & Poor's 500-stock index gained 23%.

This part analyzing the significance of carry-out Stock Index in our country and the necessity of supervising Stock Index.

Therefore, it is necessary to study its potential impact before the formal launch of stock index futures.

At the end of any trading day, the value of stock index futures contracts held by a QFII shall not exceed its investment quota;

During Mr. Chen's eight-year tenure, Taiwan's benchmark stock index barely budged, even as Hong Kong's shot up 75% and Shanghai's doubled.

The discussion of the question of China putting out the futures of stock index

Because it is the first time that China release stock index future, we should know the background of stock index future.

Second, it is possible that stock index future transmits information with noise to the spot market;

In Hong Kong, the local stock index fell 4. 9% on Thursday.

Hedging Theory and Preliminary Study of Its Application in Stock Index Futures

Empirical study of "breakup between stock market and economy" from the correlation coefficient between stock index and GDP

Choice and Efficiency Study of the Underlying Assets of the Stock Index Futures

Research into the Operation - Mechanism and Function of the Opened Fund for Stock Index Features

The positive analysis on the deviate relationship between the economy growth and the stock index fluctuation

Study of Shanghai Stock Index and the Polices effect with Survival Analysis and Extremum Theory

Stock Index Future's Characters and the Game Analysis among the Market Individuals

Modeling for the principle of hedging in stock index futures market and its application

However, the dual nature of the Stock Index Futures determines that, on one hand, it can be used as a risk management instrument;

Second, brokerage plate. regardless of the Main Board or GEM IPO startup, or the introduction of stock index futures, its all good;

Guidelines on the Participation of Qualified Foreign Institutional Investors in Stock Index Futures Trading

Study of Shanghai Stock Index with Survival Analysis and Change Point Theory

Stock Index Futures Trade: A System Option for Setting up the Short Hedge Mechanism on the Second Bond Market

Operation Significance and Feasibility Analysis of Implementing Stock Index Future Trading

to elude the systemic risk , stock index futures can be used in the stock portfolio of pension found