Cash-futures basis and the impact of market maturity, informed trading, and expiration effects
Charles Chang; Emily Lin
| Year of publication: |
2015
|
|---|---|
| Authors: | Chang, Charles ; Lin, Emily |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 35.2015, p. 197-213
|
| Subject: | Arbitrage | Speculators | Basis risk | Liquidity | Informed trading | Market maturity | Theorie | Theory | Börsenkurs | Share price | Spekulation | Speculation | Asymmetrische Information | Asymmetric information |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011333697