What explains the difference between the futures' price and its "fair" value? : evidence from the european options exchange
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- Chen, Nai-Fu & Cuny, Charles J & Haugen, Robert A, 1995. " Stock Volatility and the Levels of the Basis and Open Interest in Future Contracts," Journal of Finance, American Finance Association, vol. 50(1), pages 281-300, March.
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- Hietala, Pekka & Jokivuolle, Esa & Koskinen, Yrjö, 1994. "Short-selling restrictions, strategic stock holdings and index futures markets in Finland," Research Discussion Papers 19/1994, Bank of Finland.
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