Effects of nondiscretionary trading on futures prices
Year of publication: |
2023
|
---|---|
Authors: | O'Neill, Michael J. ; Whaley, Robert E. |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 1, p. 33-68
|
Subject: | VIX futures | VIX ETPs | contango | replication strategy |
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