Cash-futures basis and the impact of market maturity, informed trading, and expiration effects
Year of publication: |
2015
|
---|---|
Authors: | Chang, Charles ; Lin, Emily |
Published in: |
International Review of Economics & Finance. - Elsevier, ISSN 1059-0560. - Vol. 35.2015, C, p. 197-213
|
Publisher: |
Elsevier |
Subject: | Arbitrage | Speculators | Basis risk | Liquidity | Informed trading | Market maturity |
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