Anomalies in the distribution of wheat futures quotation on the Forex market Cover Image

Anomalie w kształtowaniu się notowań kontraktów terminowych na pszenicę konsumpcyjną na rynku Forex
Anomalies in the distribution of wheat futures quotation on the Forex market

Author(s): Rafał Balina
Subject(s): Financial Markets, ICT Information and Communications Technologies
Published by: Wydawnictwo Naukowe Uniwersytetu Szczecińskiego

Summary/Abstract: This article presents chosen examples of anomalies in the distribution of rates of return on the stock exchanges in the world, based on a review of literature. Moreover, author has shown that in the case of futures contracts on feed wheat listed on the Forex market there are also anomalies in the distribution of rates of return. It was noted that the rate of return and the coefficient of variation for a given asset in the last four hours of trading are significantly higher than in the rest of the day.

  • Issue Year: 2012
  • Issue No: 21
  • Page Range: 131-137
  • Page Count: 7
  • Language: Polish
Toggle Accessibility Mode