An empirical analysis of risk premia in futures markets

Research output: Contribution to journalArticle

20 Citations (Scopus)
Original languageEnglish (US)
Pages (from-to)611-630
Number of pages20
JournalJournal of Futures Markets
Volume13
Issue number6
DOIs
StatePublished - 1993

Fingerprint

Empirical analysis
Futures markets
Risk premia

ASJC Scopus subject areas

  • Business, Management and Accounting(all)
  • Accounting
  • Economics and Econometrics
  • Finance

Cite this

An empirical analysis of risk premia in futures markets. / Bessembinder, Hendrik.

In: Journal of Futures Markets, Vol. 13, No. 6, 1993, p. 611-630.

Research output: Contribution to journalArticle

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