Do the Basis and Other Predictors of Futures Return Also Predict Spot Return with the Same Signs and Magnitudes? Evidence from the LME
Year of publication: |
2019
|
---|---|
Authors: | Jia, Jian |
Other Persons: | Kang, Sang Baum (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (87 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 12, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3315915 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; q02 |
Source: | ECONIS - Online Catalogue of the ZBW |
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