Title: Hedging with stock index futures: Theory and application in a new market
Abstract: Journal of Futures MarketsVolume 5, Issue 2 p. 183-199 Article Hedging with stock index futures: Theory and application in a new market Stephen Figlewski, Stephen Figlewski Associate Professor of Finance, Graduate School of Business at New York UniversitySearch for more papers by this author Stephen Figlewski, Stephen Figlewski Associate Professor of Finance, Graduate School of Business at New York UniversitySearch for more papers by this author First published: Summer 1985 https://doi.org/10.1002/fut.3990050204Citations: 80 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onEmailFacebookTwitterLinkedInRedditWechat Bibliography Anderson, R., and Danthine, J. (1981): " Cross-Hedging," Journal of Political Economy, December: 1182–1196. Chicago Mercantile Exchange. (1982): Inside S&P 500 Stock Index Futures. Cornell, B., and French, K. (1983): " Taxes and the Pricing of Stock Index Futures," Journal of Finance, June: 675–694. Ederington, L. (1979): " The Hedging Performance of the New Futures Markets," Journal of Finance, March: 157–170. Figlewski, S. (1984a): " Hedging Performance and Basis Risk in Stock Index Futures," Journal of Finance, July: 657–669. Figlewski, S. (1984b): " Explaining the Early Discounts on Stock Index Futures: The Case for Disequilibrium," Financial Analysts Journal, July/August: 43–47. Figlewski, S., and Kon, J. (1982): " Portfolio Management with Stock Index Futures," Financial Analysts Journal, January/February: 3–11. Hanson, N., Estep, T., Johnson, C., and Singer, J. (1982, July): Futures Contracts on Stock Indexes, Salomon Brothers Inc., New York. Jones, F. (1982): The New York Stock Exchange Composite Index Futures Contract: Description and Statistics, New York Futures Exchange, New York, mimeo. Kansas City Board of Trade. (1982): Value Line Composite Average. The Index behind the Futures. Modest, D., and Sundaresan, M. (1983): "The Relationship between Spot and Futures Prices in Stock Index Futures Markets: Some Preliminary Evidence," Journal of Futures Markets 3 (1): 15–41. Citing Literature Volume5, Issue2Summer 1985Pages 183-199 ReferencesRelatedInformation
Publication Year: 1985
Publication Date: 1985-06-01
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 99
AI Researcher Chatbot
Get quick answers to your questions about the article from our AI researcher chatbot