PRICE VARIABILITY AND THE MATURITY EFFECT IN FUTURES MARKETS

被引：68

作者：

MILONAS, NT

机构：

来源：

关键词：

D O I：

10.1002/fut.3990060309

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：443 / 460

页数：18

共 21 条

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[2]

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[3]

CASTELINO M, 1981, THESIS CITY U NEW YO

[4] BASIS SPECULATION IN COMMODITY FUTURES - THE MATURITY EFFECT [J].

CASTELINO, MG ;

FRANCIS, JC .

[5] INFORMATION, FUTURES PRICES, AND STABILIZING SPECULATION [J].

DANTHINE, JP .

[6]

HOLTHAUSEN DM, 1979, AM ECON REV, V69, P989

[7] CAN SPECULATORS FORECAST PRICES [J].

HOUTHAKKER, HS .

[8]

MILLER KD, 1979, COMMODITY MARKETS FU, P25

[9]

MILONAS N, 1984, THESIS CITY U NEW YO

[10]

PECK AE, 1977, SELECTED WRITING FUT, V2