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The propensity to hedge using futures contracts: the case of potato futures contracts

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Author Info
Patricia Chelley-Steeley*
Claire Lavers

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Abstract

This paper studies why UK non-financial firms hedge with potato futures contracts. It is found that the financial characteristics of firms in the sample play an important role in influencing the propensity to hedge. For example, it is found that firms that hedge are on average larger than firms that do not hedge. Firms that hedge also have more volatile earnings. Furthermore, firms that do hedge appear to want to smooth earnings to reduce the costs of financial distress and avoid entering the highest tax threshold.

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Publisher Info
Article provided by Taylor and Francis Journals in its journal Applied Economics.

Volume (Year): 37 (2005)
Issue (Month): 18 (October)
Pages: 2143-2146
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Handle: RePEc:taf:applec:v:37:y:2005:i:18:p:2143-2146

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  1. J. David Cummins & Richard Phillips & Stephen D. Smith, 1996. "Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by U.S. Insurers," Center for Financial Institutions Working Papers 96-26, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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This page was last updated on 2009-12-5.


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