[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
IDEAS home Printed from https://ideas.repec.org/h/wsi/wschap/9789811261480_0004.html
   My bibliography  Save this book chapter

Stock Index Futures Contracts: Analysis and Applications

In: Financial Derivatives Markets and Applications

Author

Listed:
  • Obiyathulla Ismath Bacha
  • Pattarake Sarajoti
Abstract
This chapter examines equity futures contracts like stock index futures (SIF) and single stock futures (SSF) contracts. In-depth analysis is undertaken for two SIF contracts, the FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBM KLCI) futures (FKLI) traded on Bursa Malaysia Derivatives Berhad (BMDB) and the SET 50 Index futures contract traded on the Thailand Futures Exchange (TFEX). The chapter describes how these contracts can be used for hedging, arbitrage, and speculative purposes. SSF contracts available on both BMDB and TFEX are also examined. On completing this chapter, you should have a good understanding of SIF and SSF contracts and their applications.

Suggested Citation

  • Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Stock Index Futures Contracts: Analysis and Applications," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 4, pages 81-137, World Scientific Publishing Co. Pte. Ltd..
  • Handle: RePEc:wsi:wschap:9789811261480_0004
    as

    Download full text from publisher

    File URL: https://www.worldscientific.com/doi/pdf/10.1142/9789811261480_0004
    Download Restriction: Ebook Access is available upon purchase.

    File URL: https://www.worldscientific.com/doi/abs/10.1142/9789811261480_0004
    Download Restriction: Ebook Access is available upon purchase.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Keywords

    Derivatives; Financial Derivatives; Derivative Markets; Forwards; Futures; Options; Shariah Compliant Derivatives; Islamic Derivatives;
    All these keywords.

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:wschap:9789811261480_0004. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscientific.com/page/worldscibooks .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.