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The term structure of implied dividend yields and expected returns

Bilson, John F.; Kang, Sang Baum; Luo, Hong - In: Economics letters 128 (2015), pp. 9-13

Persistent link: https://www.econbiz.de/10011382973

Do the basis and other predictors of futures return also predict spot return with the same signs and magnitudes? : evidence from the LME

Jia, Jian; Kang, Sang Baum - In: Journal of commodity markets 25 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013204449

Do the Basis and Other Predictors of Futures Return Also Predict Spot Return with the Same Signs and Magnitudes? Evidence from the LME

Jia, Jian - 2019

The LME is a major international commodity exchange for industrial metals. Both futures contracts and spot metals are traded there, and the textbook principle of the futures-spot convergence precisely holds there. In this paper, we formulate two claims about spot and futures return prediction....

Persistent link: https://www.econbiz.de/10012894903