Grinblatt is from the Anderson School at UCLA. Jegadeesh is from the University of Illinois, Urbana-Champaign College of Commerce & Business Administration. The authors thank the UCLA Academic Senate and the UIUC Research Board for research support, as well as the editor René Stulz, an anonymous referee, Michael Brennan, Jim Cataldo, Avraham Kamara, Toby Moskowitz, Avanidhar Subrahmanyam, Walter Torous, Jiang Wang, and seminar participants at Penn State, Boston College, the University of California at Berkeley, Stanford University, and the 1994 Western Finance Association meetings for comments on earlier drafts. They also thank Richard Aspinwall, Ed Kane, Ed Kleinbard, Ananth Madhavan, John Meriwether, Dennis O'Callahan, Brian Pennington, Venkat Ramdev, and Myron Scholes for sharing their insights on this topic. Finally, special gratitude goes out to Francis Longstaff for many helpful discussions.
Relative Pricing of Eurodollar Futures and Forward Contracts
Article first published online: 30 APR 2012
1996 The American Finance Association
The Journal of Finance
Volume 51, Issue 4, pages 1499–1522, September 1996
How to Cite
GRINBLATT, M. and JEGADEESH, N. (1996), Relative Pricing of Eurodollar Futures and Forward Contracts. The Journal of Finance, 51: 1499–1522. doi: 10.1111/j.1540-6261.1996.tb04077.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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!