We are grateful for comments from an anonymous referee, the editor (Bob Webb), and the seminar participants and discussants at KAIST, Korea University Business School, Seoul National University, SKK University, the 2009 FMA meetings, and the 2009 CAFM conference. Financial support from the Asian Institute of Corporate Governance (AICG) at Korea University is gratefully acknowledged. Earlier versions of the study were circulated under several different titles.
The role of the temporary component in spot prices in the revision of expected future spot prices: Evidence from index futures quotes
Version of Record online: 11 MAR 2011
© 2011 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 32, Issue 3, pages 230–251, March 2012
How to Cite
Kang, H. C., Lee, D. W., Lee, E. J. and Park, K. S. (2012), The role of the temporary component in spot prices in the revision of expected future spot prices: Evidence from index futures quotes. J. Fut. Mark., 32: 230–251. doi: 10.1002/fut.20513
- Issue online: 2 FEB 2012
- Version of Record online: 11 MAR 2011
- Manuscript Accepted: 22 DEC 2010
- Manuscript Received: 24 JAN 2010
- Asian Institute of Corporate Governance (AICG)
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!