New York University. I would like to thank the Interactive Data Corporation for providing data and computer support for this project and my colleagues in the NYU Finance Department for helpful comments and suggestions. Thanks also to Steven Freund for able research assistance.
Hedging Performance and Basis Risk in Stock Index Futures
Article first published online: 30 APR 2012
1984 The American Finance Association
The Journal of Finance
Volume 39, Issue 3, pages 657–669, July 1984
How to Cite
FIGLEWSKI, S. (1984), Hedging Performance and Basis Risk in Stock Index Futures. The Journal of Finance, 39: 657–669. doi: 10.1111/j.1540-6261.1984.tb03654.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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