Hedging pressure effects in futures markets

Research output: Contribution to journalArticleScientificpeer-review

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Original languageEnglish
Pages (from-to)1437-1456
Number of pages19
JournalJournal of Finance
Volume55
Issue number3
Publication statusPublished - 2000

Cite this

de Roon, F.A. ; Nijman, T.E. ; Veld, C.H. / Hedging pressure effects in futures markets. In: Journal of Finance. 2000 ; Vol. 55, No. 3. pp. 1437-1456.
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title = "Hedging pressure effects in futures markets",
author = "{de Roon}, F.A. and T.E. Nijman and C.H. Veld",
note = "DP 97102 Pagination: 19",
year = "2000",
language = "English",
volume = "55",
pages = "1437--1456",
journal = "The Journal of Finance",
issn = "0022-1082",
publisher = "Wiley-Blackwell",
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}

Hedging pressure effects in futures markets. / de Roon, F.A.; Nijman, T.E.; Veld, C.H.

In: Journal of Finance, Vol. 55, No. 3, 2000, p. 1437-1456.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Hedging pressure effects in futures markets

AU - de Roon, F.A.

AU - Nijman, T.E.

AU - Veld, C.H.

N1 - DP 97102 Pagination: 19

PY - 2000

Y1 - 2000

M3 - Article

VL - 55

SP - 1437

EP - 1456

JO - The Journal of Finance

JF - The Journal of Finance

SN - 0022-1082

IS - 3

ER -