Thompson John

John Thompson

Information about the author John Thompson will soon be added to the site.
Found 3 papers in total
Hedging effectiveness of stock index futures
Hedging effectiveness of stock index futures
2005
The paper is concerned with the efficiency of hedging stock portfolios using futures...
The Asian crisis and calendar effects on stock returns in Thailand
The Asian crisis and calendar effects on stock returns in Thailand
2005
This paper systematically examines daily returns of the Thai Stock Market Index to...
The efficiency of financial futures markets: Tests of prediction accuracy
The efficiency of financial futures markets: Tests of prediction accuracy
2004
The prices of financial futures contracts can be interpreted as forecasts of the spot...
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