COMMITMENT OF TRADERS, BASIS BEHAVIOR, AND THE ISSUE OF RISK PREMIA IN FUTURES MARKETS

Authors
CHATRATH A LIANG YG SONG F
Citation
A. Chatrath et al., COMMITMENT OF TRADERS, BASIS BEHAVIOR, AND THE ISSUE OF RISK PREMIA IN FUTURES MARKETS, The journal of futures markets, 17(6), 1997, pp. 707-731
Citations number
25
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
17
Issue
6
Year of publication
1997
Pages
707 - 731
Database
ISI
SICI code
0270-7314(1997)17:6<707:COTBBA>2.0.ZU;2-5