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The Economic Value of Linkages between Spot and Futures Market

https://doi.org/10.2139/ssrn.1340879
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/s0304-405x(01)00081-2openalex-extracted
The performance of professional market timers: daily evidence from executed strategies
inferredcites →https://doi.org/10.1017/s0022109000001782openalex-extracted
Stock Market Uncertainty and the Stock-Bond Return Relation
inferredcites →https://doi.org/10.1093/rfs/5.4.637openalex-extracted
Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets
inferredcites →https://doi.org/10.1093/rfs/hhm055openalex-extracted
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
inferredcites →https://doi.org/10.1111/0022-1082.00253openalex-extracted
Hedging Pressure Effects in Futures Markets
inferredcites →https://doi.org/10.1111/j.1540-6261.1989.tb02649.xopenalex-extracted
Economic Significance of Predictable Variations in Stock Index Returns
inferredcites →https://doi.org/10.2139/ssrn.869827openalex-extracted
Do Noise Traders Move Markets?
inferredcites →https://doi.org/10.2469/faj.v55.n2.2262openalex-extracted
Market Timing: Style and Size Rotation Using the VIX

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inferred← citeshttps://doi.org/10.1002/9781394320516.biblioopenalex-snapshot
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