Research on Strategies of Stock Index Futures Transaction Based on LMS Linear Regression
نویسندگان
چکیده
منابع مشابه
on the effect of linear & non-linear texts on students comprehension and recalling
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15 صفحه اولFlexible Business Support System for Stock Index Futures Transaction
As an important financial derivative tool, SIF (stock index futures) gets an indispensable effect in the stock market for investors, including hedging, discovering price and resisting risk. The transaction mode and regulations of SIF are subject to change due to rapid financial products innovation, especially in an emerging market. Therefore, in SIF transaction, one of the essential requirement...
متن کاملTax effects on the pricing of Australian stock index futures
The first study for this dissertation develops a tax-adjusted cost-of-carry model for Australian stock index futures and estimates the value of the debt tax shield, cash dividends and imputation tax credits flowing from the basket stocks in the index. As discussed in the previous chapter, the study relaxes the assumption made in previous research that interest and dividends receive the same tax...
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ژورنال
عنوان ژورنال: Applied Economics and Finance
سال: 2017
ISSN: 2332-7308,2332-7294
DOI: 10.11114/aef.v4i2.2235