Contract modifications and the basis behavior of live cattle futures

The purpose of this study was to assess the basis behavior of the Live Cattle Futures contract at the Chicago Mercantile Exchange (CME) before and after the 1995 contract changes. Additionally, an alternative method of basis calculation utilizing weighted mean futures prices versus settlement future...

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Veröffentlicht in:	The journal of futures markets 2004-06, Vol.24 (6), p.557-590
Hauptverfasser:	Newsome, James E., Wang, George H. K., Boyd, M. E., Fuller, Marty J.
Format:	Artikel
Sprache:	eng
Schlagworte:	Cattle Changes Commodity futures Contracts Forecasting Futures market Futures trading Hypotheses Impact analysis Literature reviews Livestock Performance evaluation Prices Regression analysis Stock exchanges Studies
Online-Zugang:	Volltext
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