THE BEHAVIOR OF EVENT-RELATED RETURNS ON OIL FUTURES CONTRACTS

被引：22

作者：

DRAPER, DW

机构：

来源：

关键词：

D O I：

10.1002/fut.3990040203

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：125 / 132

页数：8

共 14 条

[1] PRICING OF COMMODITY CONTRACTS [J].

BLACK, F .

[2] MEASURING SECURITY PRICE PERFORMANCE [J].

BROWN, SJ ;

WARNER, JB .

[3]

CICHETTI P, 1981, J FUTURES MARKET FAL, P379

DUSAK, K .

[5] HEDGING PERFORMANCE OF THE NEW FUTURES MARKETS [J].

EDERINGTON, LH .

[6]

FAMA EF, 1969, INT ECON REV, P1

[7]

Foster G., 1980, J ACCOUNT ECON, V2, P29, DOI 10.1016/0165-4101(80)90014-2

FREY, NE ;

LABUSZEWSKI, JW .

[9]

HAYS WL, 1981, STATISTICS

[10]

HONG H, 1978, ACCOUNT REV JAN, P31