Risk and Lucrativeness of the Financial Instruments
With the passing of time and as a result of progress in information technology, trading mechanisms of derivate financial instruments have evolved from the “open outcry auction” system to “electronic trading”. Currently, almost all stock markets in the world use performant electronic platforms, the trading floors thus becoming a part of the modern history of stock markets. The stock markets trade derivate financial instruments having a standard in terms of feature elements, called “contract specifications”. Participants which are authorized for the stock market are the intermediaries who have the right to conclude transactions on their own behalf or on behalf of clients such as institutional investors (commercial banks, mutual funds or pension funds, insurance companies, corporations) or retail investors (individuals). The performances for each activity are assessed by means of indicators whose levels and trends will be compared with the previous objectives, rules or results. At each of these levels, the activity can be retained as representative.
Volume (Year): XI (2011)
Issue (Month): 2 (May)
|Contact details of provider:|| Web page: http://www.univ-ovidius.ro/facultatea-de-stiinte-economice|
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:ovi:oviste:v:xi:y:2011:i:9:p:559-563. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Gheorghiu Gabriela)
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.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with 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 profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.