The futures hedging effectiveness with liquidity risk under alternative settlement specifications
Research in Finance, 2008, Vol.24, p.301-320Emerald Group Publishing Limited ;ISSN: 0196-3821 ;ISBN: 0762313773 ;ISBN: 9780762313778 ;EISBN: 1849505497 ;EISBN: 9781849505499 ;DOI: 10.1016/S0196-3821(07)00212-2 ;OCLC: 609843544 ;LCCallNum: HG101 -- .R3824 2008eb
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