The economics of hedging and spreading in futures markets
- 1 June 1981
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 1 (2) , 265-286
- https://doi.org/10.1002/fut.3990010216
Abstract
No abstract availableThis publication has 11 references indexed in Scilit:
- Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset PricingThe Journal of Finance, 1980
- An intertemporal asset pricing model with stochastic consumption and investment opportunitiesJournal of Financial Economics, 1979
- Dividends and taxesJournal of Financial Economics, 1978
- Organized Futures Markets: Costs and BenefitsJournal of Political Economy, 1977
- Futures Markets, Supply Response, and Price StabilityThe Quarterly Journal of Economics, 1976
- The pricing of commodity contractsJournal of Financial Economics, 1976
- Futures Trading and Investor Returns: An Investigation of Commodity Market Risk PremiumsJournal of Political Economy, 1973
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Temporal Relationships Among Prices on Commodity Futures Markets: Their Allocative and Stabilizing RolesAmerican Journal of Agricultural Economics, 1970
- Futures Trading and the Storage of Cotton and WheatJournal of Political Economy, 1958