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  • Search: subject:"the state variable hypothesis"
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Derivat 1 Derivative 1 Futures markets 1 Mean Reversion 1 Mean reversion 1 Theorie 1 Theory 1 the Samuelson effect 1 the mean reversion hypothesis 1 the state variable hypothesis 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Ho, Chia-Cheng 1 Lee, Pei-Hsuan 1 Tsai, Pei-Su 1
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Applied economics 1
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Competing hypotheses on the Samuelson effect in futures markets
Ho, Chia-Cheng; Lee, Pei-Hsuan; Tsai, Pei-Su - In: Applied economics 55 (2023) 20, pp. 2261-2272
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