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Professor Kevin ONeill at the State University of New York at Plattsburg
did his dissertation here on the dynamics of the interactions between the
stock and futures markets.

The work was distinguished by the network theory Kevin created and
captured in a system dynamics model, by his insightful translation of the
roles of individual actors (arbitragers, specialists, portfolio insurers,
etc.) into continuously operative system structure, and by the ability of
the model to mimic market behavior over a number of time frames.

You can order a copy from what used to be University Microfilms and is now
UMI <http://www.umi.com> under the title

THE NETWORK STRUCTURE OF THE STOCK AND STOCK-INDEX FUTURES MARKETS

Keywords:
STOCK MARKETS, NEW YORK STOCK EXCHANGE, CHICAGO MERCANTILE EXCHANGE

by ONEILL, KEVIN RICHARD.

The ordering number is 9414702

...George

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George P. Richardson G.P.Richardson@Albany.edu
Chair of Public Administration and Policy http://www.albany.edu/~gpr
Rockefeller College of Public Affairs and Policy Phone: 518-442-5258
University at Albany - SUNY, Albany, NY 12222 Fax: 518-442-5298
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