Competing hypotheses on the Samuelson effect in futures markets
Chia-Cheng Ho, Pei-Hsuan Lee, Pei-Su Tsai
| Year of publication: |
2023
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|---|---|
| Authors: | Ho, Chia-Cheng ; Lee, Pei-Hsuan ; Tsai, Pei-Su |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 20, p. 2261-2272
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| Subject: | Futures markets | the mean reversion hypothesis | the Samuelson effect | the state variable hypothesis | Theorie | Theory | Derivat | Derivative | Mean Reversion | Mean reversion |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2102569 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014294914