The role of the temporary component in spot prices in the revision of expected future spot prices: Evidence from index futures quotes
| Year of publication: |
2012
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|---|---|
| Authors: | Kang, Hyung Cheol ; Lee, Dong Wook ; Lee, Eun Jung ; Park, Kyung Suh |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 32.2012, 3, p. 230-252
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