Limits to arbitrage and hedging : evidence from commodity markets
Year of publication: |
2013
|
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Authors: | Acharya, Viral V. ; Lochstoer, Lars A. ; Ramadorai, Tarun |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 109.2013, 2, p. 441-465
|
Subject: | Commodity markets | Futures pricing | Hedging | Limits to arbitrage | Arbitrage | Rohstoffderivat | Commodity derivative | Rohstoffmarkt | Commodity market | Warenbörse | Commodity exchange | Rohstoffpreis | Commodity price | Theorie | Theory |
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