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Why derivatives on derivatives? The case of spread futures
Charles J. Cuny
Research output
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Contribution to journal
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Article
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peer-review
4
Scopus citations
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Keyphrases
Futures Contracts
100%
Chicago
20%
Delivery Date
20%
Motivation
20%
Skewness
20%
Financial Futures
20%
Serial Correlation
20%
Price Change
20%
Market Maker
20%
Bid-ask Spread
20%
Investment Decisions
20%
Asset Prices
20%
Expected Profit
20%
Hedgers
20%
Underlying Asset
20%
Informed Traders
20%
Financial Innovation
20%
Trading Patterns
20%
Futures Position
20%
Derivative Securities
20%
Calendar Spread
20%
Board of Trade
20%
Economics, Econometrics and Finance
Skewness
100%
Investors
100%
Price
100%
Bid-Ask Spread
100%
Serial Correlation
100%