HEDGING PERFORMANCE AND BASIS RISK IN STOCK INDEX FUTURES

[1] ANDERSON RW, 1981, J POLITICAL EC, V89

[2] CORNELL B, 1983, J FINANCE, V38

[3] COX JC, 1981, J FINANCIAL EC, V9

[4] ELTON E, 1983, UNPUB REV EC STATIST

[5] FIGLEWSKI S, 1983, UNPUB FINANCIAL ANAL

[6] FIGLEWSKI S, 1982, FINANCIAL ANAL J JAN

[7] HILL J, 1982, MAY INT RES SEM CHIC

[8] HOAG J, 1983, UNPUB QUASIARBITRAGE

[9] IBBOTSEN R, 1979, J PORTFOLIO MANA FAL

[10] RICHARD SF, 1981, J FINANCIAL EC, V9

[1] ANDERSON RW, 1981, J POLITICAL EC, V89

[2] CORNELL B, 1983, J FINANCE, V38

[3] COX JC, 1981, J FINANCIAL EC, V9

[4] ELTON E, 1983, UNPUB REV EC STATIST

[5] FIGLEWSKI S, 1983, UNPUB FINANCIAL ANAL

[6] FIGLEWSKI S, 1982, FINANCIAL ANAL J JAN

[7] HILL J, 1982, MAY INT RES SEM CHIC

[8] HOAG J, 1983, UNPUB QUASIARBITRAGE

[9] IBBOTSEN R, 1979, J PORTFOLIO MANA FAL

[10] RICHARD SF, 1981, J FINANCIAL EC, V9