AN EMPIRICAL-ANALYSIS OF RISK PREMIA IN FUTURES MARKETS

Authors
BESSEMBINDER H
Citation
H. Bessembinder, AN EMPIRICAL-ANALYSIS OF RISK PREMIA IN FUTURES MARKETS, The journal of futures markets, 13(6), 1993, pp. 611-630
Citations number
33
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
13
Issue
6
Year of publication
1993
Pages
611 - 630
Database
ISI
SICI code
0270-7314(1993)13:6<611:AEORPI>2.0.ZU;2-D