Investors’ Heterogeneity in Beliefs, the VIX Futures Basis, and S&P 500 Index Futures Returns
Lee, Hsiu-Chuan, Liao, Tzu-Hsiang, Tung, Pao-YingLanguage:
english
Journal:
Journal of Futures Markets
DOI:
10.1002/fut.21838
Date:
January, 2017
File:
PDF, 645 KB
english, 2017