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Samuelson hypothesis, arbitrage activity, and futures term premiums
Article (Web of Science)
Early Access (Web of Science)
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cited authors
Brooks, Robert; Teterin, Pavel
authors
Teterin, Pavel
publication date
May 12, 2020
webpage
Web of Science
published in
JOURNAL OF FUTURES MARKETS
Journal
Research
category
BUSINESS, FINANCE
Category
keywords
Samuelson hypothesis
futures risk premiums
futures volatility
maturity effect