๐”– Bobbio Scriptorium
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Analyst Disagreement, Mispricing, and Liquidity

โœ Scribed by RONNIE SADKA; ANNA SCHERBINA


Book ID
109176434
Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
215 KB
Volume
62
Category
Article
ISSN
0022-1082

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## Abstract We analyze the hedging effectiveness of positions that replicate stock indexes using corresponding futures contracts through the application of a dynamic, stochastic hedging strategy proposed by Lafuente, J. A. and Novales, A. (2003). Conclusive gains do not emerge in any of the markets