Works matching DE "BASIS (Futures trading)"
Results: 26
Basis Risk and Optimal Decision Making for California Feedlots.
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- Journal of Futures Markets, 1990, v. 10, n. 3, p. 259, doi. 10.1002/fut.3990100305
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Marketing-to-Market, Stochastic Interest Rates and Discounts on Stock Index Futures.
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- Journal of Futures Markets, 1987, v. 7, n. 1, p. 15, doi. 10.1002/fut.3990070103
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The Relationship Between Spot and Futures Prices in Stock Index Futures Markets: Some....
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- Journal of Futures Markets, 1983, v. 3, n. 1, p. 15, doi. 10.1002/fut.3990030103
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The predictive power in relative strength & CAPM.
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- Journal of Portfolio Management, 1983, v. 9, n. 4, p. 20, doi. 10.3905/jpm.1983.20
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Futures-Based Price Forecasts for Agricultural Producers and Businesses.
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- Journal of Agricultural & Resource Economics, 1998, v. 23, n. 1, p. 294
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Efficiency Tests of July Kansas City Wheat Futures.
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- Journal of Agricultural & Resource Economics, 1996, v. 21, n. 2, p. 187
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Short Takes: Recent Developments of Interest to Investors.
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- Journal of Taxation of Investments, 2017, v. 34, n. 3, p. 71
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Improving Pension Fund Performance.
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- Financial Analysts Journal, 1998, v. 54, n. 6, p. 15, doi. 10.2469/faj.v54.n6.2221
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UK Metal and Energy Basis Variation and a Common Source of Risk: A Note.
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- International Journal of Finance & Economics, 2000, v. 5, n. 2, p. 155, doi. 10.1002/(SICI)1099-1158(200004)5:2<155::AID-IJFE121>3.0.CO;2-Q
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Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?
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- Journal of Futures Markets, 2006, v. 26, n. 12, p. 1169, doi. 10.1002/fut.20237
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ROLE OF DELIVERY OPTIONS IN BASIS CONVERGENCE.
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- Journal of Futures Markets, 2002, v. 22, n. 8, p. 783, doi. 10.1002/fut.10028
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TIME-VARYING RISK PREMIA IN THE FOREIGN CURRENCY FUTURE BASIS.
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- Journal of Futures Markets, 1996, v. 16, n. 7, p. 735, doi. 10.1002/(SICI)1096-9934(199610)16:7<735::AID-FUT1>3.0.CO;2-P
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EX ANTE BASIS RISK IN THE LIVE HOG FUTURES CONTRACT: HAS HEDGERS' RISK INCREASED?
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- Journal of Futures Markets, 1996, v. 16, n. 4, p. 421, doi. 10.1002/(SICI)1096-9934(199606)16:4<421::AID-FUT4>3.0.CO;2-K
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AN EMPIRICAL TEST OF THE EFFECT OF BASIS RISK ON CASH MARKET POSITIONS.
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- Journal of Futures Markets, 1996, v. 16, n. 3, p. 289, doi. 10.1002/(SICI)1096-9934(199605)16:3<289::AID-FUT3>3.0.CO;2-F
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Forecasting the nearby basis of live cattle.
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- Journal of Futures Markets, 1994, v. 14, n. 3, p. 259, doi. 10.1002/fut.3990140303
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An Examination of Basis Risk Due to Estimation.
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- Journal of Futures Markets, 1990, v. 10, n. 5, p. 457, doi. 10.1002/fut.3990100503
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Hedging in the Freight Futures Market.
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- Journal of Derivatives, 2000, v. 8, n. 1, p. 41, doi. 10.3905/jod.2000.319112
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When Factors Do Not Span Their Basis Portfolios.
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- Journal of Financial & Quantitative Analysis, 2018, v. 53, n. 6, p. 2335, doi. 10.1017/S0022109018000376
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Futures Cross-Hedging with a Stationary Basis.
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- Journal of Financial & Quantitative Analysis, 2012, v. 47, n. 6, p. 1361, doi. 10.1017/S0022109012000555
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Financing Policy, Basis Risk and Corporate Hedging: Evidence from Oil and Gas Producers.
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- Journal of Finance (Wiley-Blackwell), 2000, v. 55, n. 1, p. 107, doi. 10.1111/0022-1082.00202
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Stock Volatility and the Levels of the Basis and Open Interest in Futures Contracts.
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- Journal of Finance (Wiley-Blackwell), 1995, v. 50, n. 1, p. 281, doi. 10.1111/j.1540-6261.1995.tb05174.x
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Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-induced or Statistical Illusion?
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- Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 2, p. 479, doi. 10.2307/2329160
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Hedging Performance and Basis Risk in Stock Index Futures.
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- Journal of Finance (Wiley-Blackwell), 1984, v. 39, n. 3, p. 657, doi. 10.1111/j.1540-6261.1984.tb03654.x
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DISCUSSION.
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- Journal of Finance (Wiley-Blackwell), 1980, v. 35, n. 2, p. 498, doi. 10.1111/j.1540-6261.1980.tb02181.x
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Back-To-Back Loans and S Corporation Basis: Dazed and Confused.
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- Journal of Passthrough Entities, 2011, v. 14, n. 3, p. 49
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Calculating basis in stock and debt of an S corporation under the final regulations.
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- CPA Journal, 1996, v. 66, n. 3, p. 58
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