Quarterly versus serial expiration in pure cost of carry markets : the case of single stock futures trading in the US
Year of publication: |
2008
|
---|---|
Authors: | Bertus, Mark ; Chu, Ting-Heng ; Swidler, Steven Mark |
Published in: |
Quarterly journal of finance & accounting : QJFA. - Omaha, Neb. : Creighton Univ., ISSN 1939-8123, ZDB-ID 2432432-2. - Vol. 47.2008, 3, p. 29-48
|
Subject: | Derivat | Derivative | Finanzprodukt | Financial product | Finanzmarkt | Financial market | USA | United States |
-
MacroMarkets and the practice of financial innovation
Greenwood, Robin, (2013)
-
Systemrisiken auf Finanzmärkten : unter besonderer Berücksichtigung der Märkte für Derivate
Varnholt, Burkhard, (1995)
-
Shadow banking and its role in the financial crisis
Jenkins, Devin A., (2012)
- More ...
-
Bertus, Mark, (2008)
-
Hedging house price risk with CME futures contracts : the case of Las Vegas residential real estate
Bertus, Mark, (2008)
-
International day-of-the-week effects : an empirical examination of iShares
Mazumder, M. Imtiaz, (2008)
- More ...