Matches in SemOpenAlex for { <https://semopenalex.org/work/W2522384592> ?p ?o ?g. }
Showing items 1 to 75 of
75
with 100 items per page.
- W2522384592 endingPage "37" @default.
- W2522384592 startingPage "22" @default.
- W2522384592 abstract "This paper analyzes the delivery behavior observed in the CBOT T‐Bond futures market over the period spanning 1985–2016 in order to assess how timing decisions were made, and whether these decisions were optimal. During that period, delivery was generally deferred to the last possible moment, but early delivery episodes were also observed regularly. A regression model identifying the determinants of early exercise over the last three decades is proposed, along with a case‐by‐case analysis of specific delivery patterns. Finally, the optimality of the observed delivery strategies is assessed a posteriori." @default.
- W2522384592 created "2016-09-30" @default.
- W2522384592 creator A5004650309 @default.
- W2522384592 creator A5006224370 @default.
- W2522384592 date "2017-07-11" @default.
- W2522384592 modified "2023-10-16" @default.
- W2522384592 title "Time is money: An empirical investigation of delivery behavior in the U.S. T-Bond futures market" @default.
- W2522384592 cites W1970326878 @default.
- W2522384592 cites W2011595773 @default.
- W2522384592 cites W2033456067 @default.
- W2522384592 cites W2040556001 @default.
- W2522384592 cites W2048519741 @default.
- W2522384592 cites W2056358162 @default.
- W2522384592 cites W2064851444 @default.
- W2522384592 cites W2067311428 @default.
- W2522384592 cites W2086884951 @default.
- W2522384592 cites W2090495092 @default.
- W2522384592 cites W2094732960 @default.
- W2522384592 cites W2097849341 @default.
- W2522384592 cites W2106916396 @default.
- W2522384592 cites W2113636465 @default.
- W2522384592 cites W2135765026 @default.
- W2522384592 cites W2158032938 @default.
- W2522384592 cites W2164248176 @default.
- W2522384592 cites W2391090266 @default.
- W2522384592 cites W2601023041 @default.
- W2522384592 cites W3122749333 @default.
- W2522384592 doi "https://doi.org/10.1002/fut.21862" @default.
- W2522384592 hasPublicationYear "2017" @default.
- W2522384592 type Work @default.
- W2522384592 sameAs 2522384592 @default.
- W2522384592 citedByCount "2" @default.
- W2522384592 countsByYear W25223845922019 @default.
- W2522384592 countsByYear W25223845922021 @default.
- W2522384592 crossrefType "journal-article" @default.
- W2522384592 hasAuthorship W2522384592A5004650309 @default.
- W2522384592 hasAuthorship W2522384592A5006224370 @default.
- W2522384592 hasConcept C10138342 @default.
- W2522384592 hasConcept C106159729 @default.
- W2522384592 hasConcept C106306483 @default.
- W2522384592 hasConcept C149782125 @default.
- W2522384592 hasConcept C162324750 @default.
- W2522384592 hasConcept C182306322 @default.
- W2522384592 hasConcept C2983622608 @default.
- W2522384592 hasConcept C69738904 @default.
- W2522384592 hasConceptScore W2522384592C10138342 @default.
- W2522384592 hasConceptScore W2522384592C106159729 @default.
- W2522384592 hasConceptScore W2522384592C106306483 @default.
- W2522384592 hasConceptScore W2522384592C149782125 @default.
- W2522384592 hasConceptScore W2522384592C162324750 @default.
- W2522384592 hasConceptScore W2522384592C182306322 @default.
- W2522384592 hasConceptScore W2522384592C2983622608 @default.
- W2522384592 hasConceptScore W2522384592C69738904 @default.
- W2522384592 hasFunder F4320334593 @default.
- W2522384592 hasIssue "1" @default.
- W2522384592 hasLocation W25223845921 @default.
- W2522384592 hasOpenAccess W2522384592 @default.
- W2522384592 hasPrimaryLocation W25223845921 @default.
- W2522384592 hasRelatedWork W1562581669 @default.
- W2522384592 hasRelatedWork W1984112482 @default.
- W2522384592 hasRelatedWork W2001733181 @default.
- W2522384592 hasRelatedWork W2078867090 @default.
- W2522384592 hasRelatedWork W2084386993 @default.
- W2522384592 hasRelatedWork W2094578077 @default.
- W2522384592 hasRelatedWork W2350787915 @default.
- W2522384592 hasRelatedWork W2358372366 @default.
- W2522384592 hasRelatedWork W2385765073 @default.
- W2522384592 hasRelatedWork W2604232701 @default.
- W2522384592 hasVolume "38" @default.
- W2522384592 isParatext "false" @default.
- W2522384592 isRetracted "false" @default.
- W2522384592 magId "2522384592" @default.
- W2522384592 workType "article" @default.