IDEAS home Printed from https://ideas.repec.org/a/tec/journl/ojs11549.html

Future Contracts and Delayed Contracts

Author

Listed:
  • Hussain Hadi Abdulameer

    (Financial and Banking Dept., University of Kerbala, Iraq)

Abstract

The contracts which are used by companies and investors to be careful of the risk or speculation of business are called future contracts & delayed contracts. Future & delayed contracts are considered as a good instance of etymological belongings that extract their values from the underlying belongings. A future contract is a unified legitimate deal to buy or sell something at a predetermined price and at a specific time in the future. The traded belonging is mostly a commodity or financial tool. The price which is pre-determined earlier and at which both parties are agreed upon (i.e. to buy and sell the belonging) is known as the delayed price. The specific time in the future is known as the delivery date which means when delivery and payment occur. The contracts which are negotiated on futures exchanges act as a market between buyers and sellers. The person who buys the contract is known as the holder of a long position and the person who sells the contract is known as the holder of the short position. A futures contract for stocks is a cash-settled future contract on the value of a particular stock market index. Future contracts for stocks are defined as one of the high-risk trading tools in the market. Future contracts for Stock market indicator are also used as indicators to determine market sentiment.

Suggested Citation

  • Hussain Hadi Abdulameer, 2024. "Future Contracts and Delayed Contracts," Technium Social Sciences Journal, Technium Science, vol. 60(1), pages 71-79, August.
    • Handle: RePEc:tec:journl:ojs:11549
    DOI: 10.47577/tssj.v60i1.11549
    as

    Download full text from publisher

    File URL: https://techniumscience.com/index.php/socialsciences/article/view/11549
    Download Restriction: no
    File URL: https://libkey.io/10.47577/tssj.v60i1.11549?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    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:tec:journl:ojs:11549. 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: Tasente Tanase The email address of this maintainer does not seem to be valid anymore. Please ask Tasente Tanase to update the entry or send us the correct address (email available below). General contact details of provider: .

    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.