Futures Expiration, Contract Switching, and Price Discovery

Futures Expiration, Contract Switching, and Price Discovery

Chatrath, Arjun, Christie-David, Rohan
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Volume:
12
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2004.434537
Date:
January, 2004
File:
PDF, 395 KB
english, 2004
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