Work

Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets

Year: 1992

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/5.4.637

Author: Hendrik Bessembinder

Institution: Arizona State University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2113778701

FWCI: 4.372

Cites: 49

Cited by: 538

Related to: 10