The Journal of Finance. 1984;39(3):657-669. doi: 10.2307/2327924 Q19.52025

Papers and Proceedings, Forty-Second Annual Meeting, American Finance Association, San Francisco, CA, December 28-30, 1983 || Hedging Performance and Basis Risk in Stock Index Futures

Stephen Figlewski

DOI: 10.2307/2327924

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期刊名：Journal of finance

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ISSN：0022-1082

e-ISSN：1540-6261

IF/分区：9.5/Q1

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Papers and Proceedings, Forty-Second Annual Meeting, American Finance Association, San Francisco, CA, December 28-30, 1983 || Hedging Performance and Basis Risk in Stock Index Futures