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~person:"Lin, Emily"
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Lin, Emily
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Cash-futures basis and the impact of market maturity, informed trading, and expiration effects
Chang, Charles
;
Lin, Emily
- In:
International Review of Economics & Finance
35
(
2015
)
C
,
pp. 197-213
changing roles of
speculators
and arbitrageurs are analyzed in both the non-expiration and near-expiration periods. While we …
Persistent link: https://www.econbiz.de/10011077043
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Cash-futures basis and the impact of market maturity, informed trading, and expiration effects
Chang, Charles
;
Lin, Emily
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 197-213
Persistent link: https://www.econbiz.de/10011333697
Saved in:
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