Work

Time-varying risk premia and forecastable returns in futures markets

Year: 1992

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/0304-405x(92)90017-r

Authors: Hendrik Bessembinder, Kalok Chan

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: W2015214744

FWCI: 5.399

Cites: 37

Cited by: 232

Related to: 10