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An Empirical Investigation of Futures Contracts Pricing in Japan

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  • Kamae, Hiroshi

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  • Kamae, Hiroshi, 1989. "An Empirical Investigation of Futures Contracts Pricing in Japan," Hitotsubashi Journal of commerce and management, Hitotsubashi University, vol. 24(1), pages 1-11, December.
    • Handle: RePEc:hit:hitjcm:v:24:y:1989:i:1:p:1-11
    DOI: 10.15057/5979
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    References listed on IDEAS

    as
    1. Roll, Richard & Ross, Stephen A, 1980. "An Empirical Investigation of the Arbitrage Pricing Theory," Journal of Finance, American Finance Association, vol. 35(5), pages 1073-1103, December.
    2. Gultekin, N Bulent & Rogalski, Richard J, 1985. "Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory," Journal of Finance, American Finance Association, vol. 40(1), pages 43-61, March.
    3. Black, Fischer, 1976. "The pricing of commodity contracts," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 167-179.
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