Physical delivery versus cash settlement: an empirical study on the feeder cattle contract
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References listed on IDEAS
- Tse, Y. K., 2000.
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- Kenyon, David E. & Bainbridge, Bruce & Ernst, Robin, 1991. "Impact Of Cash Settlement On Feeder Cattle Basis," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 16(01), July.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Lien, Donald & Tse, Yiu Kuen, 2006. "A survey on physical delivery versus cash settlement in futures contracts," International Review of Economics & Finance, Elsevier, vol. 15(1), pages 15-29.
- Lien, Donald & Yang, Li, 2003. "Contract settlement specification and price discovery: Empirical evidence in Australia individual share futures market," International Review of Economics & Finance, Elsevier, vol. 12(4), pages 495-512.
- Lien, Donald & Yang, Li, 2004. "Alternative settlement methods and Australian individual share futures contracts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 473-490, December.
- Chan, Leo & Lien, Donald, 2003. "Using high, low, open, and closing prices to estimate the effects of cash settlement on futures prices," International Review of Financial Analysis, Elsevier, vol. 12(1), pages 35-47.
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