Works matching DE "BASIS (Futures trading)"

Results: 26

UK Metal and Energy Basis Variation and a Common Source of Risk: A Note.

Published in:

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

By:

Fraser, Patricia;
McKaig, Andrew J.

Publication type:

Article

Financing Policy, Basis Risk and Corporate Hedging: Evidence from Oil and Gas Producers.

Published in:

Journal of Finance (Wiley-Blackwell), 2000, v. 55, n. 1, p. 107, doi. 10.1111/0022-1082.00202

By:

Haushalter, G. David

Publication type:

Article

Stock Volatility and the Levels of the Basis and Open Interest in Futures Contracts.

Published in:

Journal of Finance (Wiley-Blackwell), 1995, v. 50, n. 1, p. 281, doi. 10.1111/j.1540-6261.1995.tb05174.x

By:

Chen, Nai-Fu;
Cuny, Charles J.;
Haugen, Robert A.

Publication type:

Article

Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-induced or Statistical Illusion?

Published in:

Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 2, p. 479, doi. 10.2307/2329160

By:

Miller, Merton H.;
Muthuswamy, Jayaram;
Whaley, Robert E.

Publication type:

Article

Improving Pension Fund Performance.

Published in:

Financial Analysts Journal, 1998, v. 54, n. 6, p. 15, doi. 10.2469/faj.v54.n6.2221

By:

Ambachtsheer, Keith;
Capelle, Ronald;
Scheibelhut, Tom

Publication type:

Article

Hedging Performance and Basis Risk in Stock Index Futures.

Published in:

Journal of Finance (Wiley-Blackwell), 1984, v. 39, n. 3, p. 657, doi. 10.1111/j.1540-6261.1984.tb03654.x

By:

FIGLEWSKI, STEPHEN

Publication type:

Article

DISCUSSION.

Published in:

Journal of Finance (Wiley-Blackwell), 1980, v. 35, n. 2, p. 498, doi. 10.1111/j.1540-6261.1980.tb02181.x

By:

RAUSSER, GORDON C.

Publication type:

Article

Calculating basis in stock and debt of an S corporation under the final regulations.

Published in:

CPA Journal, 1996, v. 66, n. 3, p. 58

By:

De Rosa, Albert

Publication type:

Article

When Factors Do Not Span Their Basis Portfolios.

Published in:

Journal of Financial & Quantitative Analysis, 2018, v. 53, n. 6, p. 2335, doi. 10.1017/S0022109018000376

By:

Grinblatt, Mark;
Saxena, Konark

Publication type:

Article

Futures Cross-Hedging with a Stationary Basis.

Published in:

Journal of Financial & Quantitative Analysis, 2012, v. 47, n. 6, p. 1361, doi. 10.1017/S0022109012000555

By:

Ankirchner, Stefan;
Dimitroff, Georgi;
Heyne, Gregor;
Pigorsch, Christian

Publication type:

Article

Short Takes: Recent Developments of Interest to Investors.

Published in:: Journal of Taxation of Investments, 2017, v. 34, n. 3, p. 71
Publication type:: Article

Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?

Published in:

Journal of Futures Markets, 2006, v. 26, n. 12, p. 1169, doi. 10.1002/fut.20237

By:

Nordén, Lars

Publication type:

Article

ROLE OF DELIVERY OPTIONS IN BASIS CONVERGENCE.

Published in:

Journal of Futures Markets, 2002, v. 22, n. 8, p. 783, doi. 10.1002/fut.10028

By:

Hranaiova, Jana;
Tomek, William G.

Publication type:

Article

TIME-VARYING RISK PREMIA IN THE FOREIGN CURRENCY FUTURE BASIS.

Published in:

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

By:

Baum, Christopher F.;
Barkoulas, John

Publication type:

Article

EX ANTE BASIS RISK IN THE LIVE HOG FUTURES CONTRACT: HAS HEDGERS' RISK INCREASED?

Published in:

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

By:

Garcia, Philip;
Sanders, Dwight R.

Publication type:

Article

AN EMPIRICAL TEST OF THE EFFECT OF BASIS RISK ON CASH MARKET POSITIONS.

Published in:

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

By:

Netz, Janet S.

Publication type:

Article

Forecasting the nearby basis of live cattle.

Published in:

Journal of Futures Markets, 1994, v. 14, n. 3, p. 259, doi. 10.1002/fut.3990140303

By:

Liu, Shi-Miin;
Wade Brorsen, B.

Publication type:

Article

An Examination of Basis Risk Due to Estimation.

Published in:

Journal of Futures Markets, 1990, v. 10, n. 5, p. 457, doi. 10.1002/fut.3990100503

By:

Moser, James T.;
Helms, Billy

Publication type:

Article

Basis Risk and Optimal Decision Making for California Feedlots.

Published in:

Journal of Futures Markets, 1990, v. 10, n. 3, p. 259, doi. 10.1002/fut.3990100305

By:

Park, Timothy;
Antonovitz, Frances

Publication type:

Article

Marketing-to-Market, Stochastic Interest Rates and Discounts on Stock Index Futures.

Published in:

Journal of Futures Markets, 1987, v. 7, n. 1, p. 15, doi. 10.1002/fut.3990070103

By:

Chang, Jack S.K.;
Loo, Jean C.H.

Publication type:

Article

The Relationship Between Spot and Futures Prices in Stock Index Futures Markets: Some....

Published in:

Journal of Futures Markets, 1983, v. 3, n. 1, p. 15, doi. 10.1002/fut.3990030103

By:

Modest, David M.;
Sundaresan, Mahadevan

Publication type:

Article

Hedging in the Freight Futures Market.

Published in:

Journal of Derivatives, 2000, v. 8, n. 1, p. 41, doi. 10.3905/jod.2000.319112

By:

Kavussanos, Manolis G.;
Nomikos, Nikos K.

Publication type:

Article

The predictive power in relative strength & CAPM.

Published in:

Journal of Portfolio Management, 1983, v. 9, n. 4, p. 20, doi. 10.3905/jpm.1983.20

By:

Brush, John S.;
Boles, Keith E.

Publication type:

Article

Back-To-Back Loans and S Corporation Basis: Dazed and Confused.

Published in:

Journal of Passthrough Entities, 2011, v. 14, n. 3, p. 49

By:

Looney, Stephen R.

Publication type:

Article

Futures-Based Price Forecasts for Agricultural Producers and Businesses.

Published in:

Journal of Agricultural & Resource Economics, 1998, v. 23, n. 1, p. 294

By:

Kastens, Terry L.;
Jones, Rodney;
Schroeder, Ted C.

Publication type:

Article

Efficiency Tests of July Kansas City Wheat Futures.

Published in:

Journal of Agricultural & Resource Economics, 1996, v. 21, n. 2, p. 187

By:

Kastens, Terry L.;
Schroeder, Ted C.

Publication type:

Article