Endeks Futures ve Spot Piyasalarda Fiyat Kesfi: 1982'den Günümüze Bir Literatür Arastirmasi

Endeks Futures ve Spot Piyasalarda Fiyat Kesfi: 1982'den Günümüze Bir Literatür Arastirmasi

The purpose of this study is to introduce the literature of the price discovery in index futures and spot markets from 1982 to date and also to explain the factors affecting markets' price discovery role. In this respect, the subject is handled in terms of developed and developing country marke...

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Veröffentlicht in:Alanya Isletme Fakultesi Dergisi 2013-05, Vol.5 (2), p.37
Hauptverfasser: Kalayci, Seref, Gök, Ibrahim Yasar
Format: Artikel
Sprache:eng
Schlagworte:
Exchange traded funds
Futures
Futures market
Manycountries
Market prices
Options markets
Studies
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Zusammenfassung:The purpose of this study is to introduce the literature of the price discovery in index futures and spot markets from 1982 to date and also to explain the factors affecting markets' price discovery role. In this respect, the subject is handled in terms of developed and developing country markets. In addition to index futures and spot markets, the contributions of ETF and options markets to price discovery are examined and then the price discovery role of satellite markets are investigated. [PUBLICATION ABSTRACT]
ISSN:1309-1522
1309-1530