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. - Elsevier, ISSN 1058-3300. - Vol. 15.2006, 2, p. 113-128
|
| Publisher: |
Elsevier |