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A theoretical analysis of the liquidity risk premium embedded in the prices of voting and non-voting stocks

✍ Scribed by Nicole Beiner; Rajna Gibson

Book ID
117629524
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
107 KB
Volume
5
Category
Article
ISSN
0929-1199

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## Redfield hile many futures contracts' theoretical prices can be determined by using W cost of carry models, the valuation of the U.S. Dollar Index futures contract must consider the volatility of the underlying index despite the fact that the contract has no optional characteristics. Because of