Rolling over futures contracts: A note
- 1 April 1992
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 12 (2), 203-217
- https://doi.org/10.1002/fut.3990120208
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
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- COSTLY SHORT SALES AND THE CORRELATION OF RETURNS WITH VOLUMEJournal of Financial Research, 1988
- The daily distribution of changes in the price of stock index futuresJournal of Futures Markets, 1986
- Weekend and day of the week effects in returns on stock index futuresJournal of Futures Markets, 1986
- Stable distributions, futures prices, and the measurement of trading performance: A commentJournal of Futures Markets, 1986
- Futures Price Variability: A Test of Maturity and Volume EffectsThe Journal of Business, 1986
- Stable distributions, futures prices, and the measurement of trading performanceJournal of Futures Markets, 1984