Newsome, James E.; Wang, George H. K.; Boyd, M. E.; … - In: Journal of Futures Markets 24 (2004) 6, pp. 557-590
The purpose of this study was to assess the basis behavior of the Live Cattle Futures contract at the Chicago Mercantile Exchange (CME) before and after the 1995 contract changes. Additionally, an alternative method of basis calculation utilizing weighted mean futures prices versus settlement...