Stock Volatility and the Levels of the Basis and Open Interest in Futures Contracts
Year of publication: |
1995
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Authors: | Chen, Nai-Fu ; Cuny, Charles J. ; Haugen, Robert A. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 50.1995, 1, p. 281-300
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