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.
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