Investors' heterogeneity in beliefs, the VIX futures basis, and S&P 500 index futures returns
Hsiu-Chuan Lee, Tzu-Hsiang Liao, and Pao-Ying Tung
| Year of publication: |
September 2017
|
|---|---|
| Authors: | Lee, Hsiu-Chuan ; Liao, Tzu-Hsiang ; Tung, Pao-Ying |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 37.2017, 9, p. 939-960
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| Subject: | Index-Futures | Index futures | Kapitalmarktrendite | Capital market returns | Anlageverhalten | Behavioural finance | Kleinste-Quadrate-Methode | Least squares method | Schätzung | Estimation | Welt | World | 2004-2015 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21838 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011950912