Risk premiums in futures markets: An empirical investigation
- 1 June 1984
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 4 (2) , 189-211
- https://doi.org/10.1002/fut.3990040209
Abstract
No abstract availableThis publication has 22 references indexed in Scilit:
- Issues in futures markets: A surveyJournal of Futures Markets, 1982
- The real interest rate: An empirical investigationCarnegie-Rochester Conference Series on Public Policy, 1981
- A continuous time equilibrium model of forward prices and futures prices in a multigood economyJournal of Financial Economics, 1981
- The consumption based asset pricing model: A note on potential tests and applicationsJournal of Financial Economics, 1981
- Commodity Futures and Spot Price Determination and Hedging in Capital Market EquilibriumJournal of Financial and Quantitative Analysis, 1979
- SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*The Journal of Finance, 1965
- CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*The Journal of Finance, 1964
- Returns to Speculators: ReplyJournal of Political Economy, 1960
- Returns to Speculators: Telser versus KeynesJournal of Political Economy, 1960
- Can Speculators Forecast Prices?The Review of Economics and Statistics, 1957