A futures pricing model with long-term and short-term traders
Bin Gao, Jun Xie, Yun Jia
| Year of publication: |
2019
|
|---|---|
| Authors: | Gao, Bin ; Xie, Jun ; Jia, Yun |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 64.2019, p. 9-28
|
| Subject: | Behavioral finance | Dynamic futures pricing model | Heterogeneous sentiments | Market inefficiency | Anlageverhalten | Behavioural finance | Theorie | Theory | CAPM | Schätzung | Estimation | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2019.05.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012322219