Samuelson hypothesis, arbitrage activity, and futures term premiums.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 9, p. 1420, doi. 10.1002/fut.22128
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2020 AND VI 40 AND IP 9
Results: 8
1
2
Liquidity shocks, commodity financialization, and market comovements.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 9, p. 1315, doi. 10.1002/fut.22127
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- Publication type:
- Article
3
When trading options is not the only option: The effects of single‐stock futures trading on options market quality.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 9, p. 1398, doi. 10.1002/fut.22126
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- Publication type:
- Article
4
Metal prices made in China? A network analysis of industrial metal futures.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 9, p. 1354, doi. 10.1002/fut.22125
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- Publication type:
- Article
5
A revisit to the hedge and safe haven properties of gold: New evidence from China.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 9, p. 1442, doi. 10.1002/fut.22124
- By:
- Publication type:
- Article
6
The role of financial investors in determining the commodity futures risk premium.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 9, p. 1375, doi. 10.1002/fut.22122
- By:
- Publication type:
- Article
7
Bid and ask prices of index put options: Which predicts the underlying stock returns?
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 9, p. 1337, doi. 10.1002/fut.22121
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- Publication type:
- Article
8
Journal of Futures Markets: Volume 40, Number 9, September 2020.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 9, p. 1313, doi. 10.1002/fut.22031
- Publication type:
- Article