The theory of index-based futures and options markets
This paper reviews the development of index-based futures and options markets. The thesis is that, while the growth of these markets to date has been dramatic, their development could be extended much further, if some problems of measurement can be solved.
Volume (Year): 8 (1993)
Issue (Month): 2 ()
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- Robert J. Shiller, 1991. "Arithmetic Repeat Sales Price Estimators," Cowles Foundation Discussion Papers 971, Cowles Foundation for Research in Economics, Yale University.
- Clapp, John M & Giaccotto, Carmelo, 1992. "Estimating Price Trends for Residential Property: A Comparison of Repeat Sales and Assessed Value Methods," The Journal of Real Estate Finance and Economics, Springer, vol. 5(4), pages 357-374, December.