The maturity effect of stock index futures : speculation or carry arbitrage?
Year of publication: |
2021
|
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Authors: | Xu, Kewei ; Xiong, Xiong ; Li, Xiao |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 58.2021, p. 1-11
|
Subject: | Futures volatility | Maturity effect | Speculation | Stock index futures | Index-Futures | Index futures | Spekulation | Arbitrage | Volatilität | Volatility | Derivat | Derivative |
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