Matches in SemOpenAlex for { <https://semopenalex.org/work/W2060731751> ?p ?o ?g. }
Showing items 1 to 75 of
75
with 100 items per page.
- W2060731751 endingPage "199" @default.
- W2060731751 startingPage "183" @default.
- W2060731751 abstract "Journal of Futures MarketsVolume 5, Issue 2 p. 183-199 Article Hedging with stock index futures: Theory and application in a new market Stephen Figlewski, Stephen Figlewski Associate Professor of Finance, Graduate School of Business at New York UniversitySearch for more papers by this author Stephen Figlewski, Stephen Figlewski Associate Professor of Finance, Graduate School of Business at New York UniversitySearch for more papers by this author First published: Summer 1985 https://doi.org/10.1002/fut.3990050204Citations: 80 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onEmailFacebookTwitterLinkedInRedditWechat Bibliography Anderson, R., and Danthine, J. (1981): “ Cross-Hedging,” Journal of Political Economy, December: 1182–1196. Chicago Mercantile Exchange. (1982): Inside S&P 500 Stock Index Futures. Cornell, B., and French, K. (1983): “ Taxes and the Pricing of Stock Index Futures,” Journal of Finance, June: 675–694. Ederington, L. (1979): “ The Hedging Performance of the New Futures Markets,” Journal of Finance, March: 157–170. Figlewski, S. (1984a): “ Hedging Performance and Basis Risk in Stock Index Futures,” Journal of Finance, July: 657–669. Figlewski, S. (1984b): “ Explaining the Early Discounts on Stock Index Futures: The Case for Disequilibrium,” Financial Analysts Journal, July/August: 43–47. Figlewski, S., and Kon, J. (1982): “ Portfolio Management with Stock Index Futures,” Financial Analysts Journal, January/February: 3–11. Hanson, N., Estep, T., Johnson, C., and Singer, J. (1982, July): Futures Contracts on Stock Indexes, Salomon Brothers Inc., New York. Jones, F. (1982): The New York Stock Exchange Composite Index Futures Contract: Description and Statistics, New York Futures Exchange, New York, mimeo. Kansas City Board of Trade. (1982): Value Line Composite Average. The Index behind the Futures. Modest, D., and Sundaresan, M. (1983): “The Relationship between Spot and Futures Prices in Stock Index Futures Markets: Some Preliminary Evidence,” Journal of Futures Markets 3 (1): 15–41. Citing Literature Volume5, Issue2Summer 1985Pages 183-199 ReferencesRelatedInformation" @default.
- W2060731751 created "2016-06-24" @default.
- W2060731751 creator A5007228365 @default.
- W2060731751 date "1985-01-01" @default.
- W2060731751 modified "2023-10-17" @default.
- W2060731751 title "Hedging with stock index futures: Theory and application in a new market" @default.
- W2060731751 cites W2022383109 @default.
- W2060731751 doi "https://doi.org/10.1002/fut.3990050204" @default.
- W2060731751 hasPublicationYear "1985" @default.
- W2060731751 type Work @default.
- W2060731751 sameAs 2060731751 @default.
- W2060731751 citedByCount "83" @default.
- W2060731751 countsByYear W20607317512012 @default.
- W2060731751 countsByYear W20607317512013 @default.
- W2060731751 countsByYear W20607317512014 @default.
- W2060731751 countsByYear W20607317512015 @default.
- W2060731751 countsByYear W20607317512016 @default.
- W2060731751 countsByYear W20607317512017 @default.
- W2060731751 countsByYear W20607317512018 @default.
- W2060731751 countsByYear W20607317512019 @default.
- W2060731751 countsByYear W20607317512020 @default.
- W2060731751 countsByYear W20607317512023 @default.
- W2060731751 crossrefType "journal-article" @default.
- W2060731751 hasAuthorship W2060731751A5007228365 @default.
- W2060731751 hasConcept C106159729 @default.
- W2060731751 hasConcept C106306483 @default.
- W2060731751 hasConcept C136764020 @default.
- W2060731751 hasConcept C162324750 @default.
- W2060731751 hasConcept C166957645 @default.
- W2060731751 hasConcept C204036174 @default.
- W2060731751 hasConcept C2777382242 @default.
- W2060731751 hasConcept C2779343474 @default.
- W2060731751 hasConcept C2780299701 @default.
- W2060731751 hasConcept C2983622608 @default.
- W2060731751 hasConcept C2993390347 @default.
- W2060731751 hasConcept C41008148 @default.
- W2060731751 hasConcept C52837651 @default.
- W2060731751 hasConcept C88389905 @default.
- W2060731751 hasConcept C95457728 @default.
- W2060731751 hasConceptScore W2060731751C106159729 @default.
- W2060731751 hasConceptScore W2060731751C106306483 @default.
- W2060731751 hasConceptScore W2060731751C136764020 @default.
- W2060731751 hasConceptScore W2060731751C162324750 @default.
- W2060731751 hasConceptScore W2060731751C166957645 @default.
- W2060731751 hasConceptScore W2060731751C204036174 @default.
- W2060731751 hasConceptScore W2060731751C2777382242 @default.
- W2060731751 hasConceptScore W2060731751C2779343474 @default.
- W2060731751 hasConceptScore W2060731751C2780299701 @default.
- W2060731751 hasConceptScore W2060731751C2983622608 @default.
- W2060731751 hasConceptScore W2060731751C2993390347 @default.
- W2060731751 hasConceptScore W2060731751C41008148 @default.
- W2060731751 hasConceptScore W2060731751C52837651 @default.
- W2060731751 hasConceptScore W2060731751C88389905 @default.
- W2060731751 hasConceptScore W2060731751C95457728 @default.
- W2060731751 hasIssue "2" @default.
- W2060731751 hasLocation W20607317511 @default.
- W2060731751 hasOpenAccess W2060731751 @default.
- W2060731751 hasPrimaryLocation W20607317511 @default.
- W2060731751 hasRelatedWork W1480207004 @default.
- W2060731751 hasRelatedWork W2014087889 @default.
- W2060731751 hasRelatedWork W2100193126 @default.
- W2060731751 hasRelatedWork W2331554033 @default.
- W2060731751 hasRelatedWork W2348311927 @default.
- W2060731751 hasRelatedWork W2352560703 @default.
- W2060731751 hasRelatedWork W2384023246 @default.
- W2060731751 hasRelatedWork W2386641887 @default.
- W2060731751 hasRelatedWork W2790470399 @default.
- W2060731751 hasRelatedWork W3198137074 @default.
- W2060731751 hasVolume "5" @default.
- W2060731751 isParatext "false" @default.
- W2060731751 isRetracted "false" @default.
- W2060731751 magId "2060731751" @default.
- W2060731751 workType "article" @default.