主讲人：Robert I. Webb、骆兴国 University of Virginia，Journal of Future Markets主编
时间：2019-10-19 19:00-21：00
地点：综合楼846
摘要：
Futures markets facilitate both price discovery and the transfer of risks. Other things equal, the greater the trading volume of a futures market, the greater is its contribution to price discovery. Futures exchanges have long sought to “internationalize” their markets by attracting foreign order flow—particularly from “natural hedgers.” This talk examines some of the lessons from past attempts to internationalize futures markets and assesses their implications for today. Particular attention is directed toward assessing the impact of the internationalization of Chinese commodity futures markets on global price discovery.
主讲人简介：
Professor Webb is the professor at the McIntire School of Commerce at the University of Virginia. He earned his M.B.A. and Ph.D., degrees in finance from the University of Chicago. He is also the Editor of the Journal of Futures Markets. His work includes: trading fixed income securities for the Investment Department of the World Bank (Consultant); trading financial futures and options on the floor of the Chicago Mercantile Exchange (Member); designing new financial futures and option contracts for the Chicago Mercantile Exchange (Senior Financial Economist); analyzing the effects of deregulating the financial services industry, at the Executive Office of the President, Office of Management and Budget (Senior Financial Economist); examining issues related to international futures markets at the U.S. Commodity Futures Trading Commission (Senior Financial Economist). He has published his research in a number of academic journals including the Journal of Econometrics and the Journal of Business and Economic Statistics. He is the author of many books including Trading Catalysts: How Events Move Markets and Create Trading Opportunities etc.
