Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts
| Year of publication: |
2006
|
|---|---|
| Authors: | Daal, Elton ; Farhat, Joseph ; Wei, Peihwang P. |
| Published in: |
Review of financial economics : RFE. - Amsterdam [u.a.] : Elsevier, ISSN 1058-3300, ZDB-ID 11164773. - Vol. 15.2006, 2, p. 113-128
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