Hedging pressure effects in futures markets
Year of publication: |
2000
|
---|---|
Authors: | Roon, Frans de ; Nijman, Theodore E. ; Veld, Chris H. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 55.2000, 3, p. 1437-1456
|
Subject: | Futures | Risikoprämie | Risk premium | Hedging | Transaktionskosten | Transaction costs | Asymmetrische Information | Asymmetric information | USA | United States | 1986-1994 |
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