✦ LIBER ✦

Commitment of traders, basis behavior, and the issue of risk premia in futures markets

✍ Scribed by Chatrath, Arjun; Liang, Youguo; Song, Frank

Publisher: John Wiley and Sons
Year: 1997
Tongue: English
Weight: 289 KB
Volume: 17
Category: Article
ISSN: 0270-7314
DOI: 10.1002/(sici)1096-9934(199709)17:6<707::aid-fut5>3.0.co;2-i

No coin nor oath required. For personal study only.

✦ Synopsis

Hartzmark (1987)

suggests that these traders may be risk lovers, or may simply enjoy dealing in futures markets.

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