Hedging with stock index futures: Theory and application in a new market

The Hedging Performance of the New Futures Markets

1979 • 1,338 citations

Hedging Performance and Basis Risk in Stock Index Futures

1984 • 339 citations

Cross Hedging

1981 • 263 citations

The relationship between spot and futures prices in stock index futures markets: Some preliminary evidence

1983 • 183 citations

Taxes and the Pricing of Stock Index Futures

1983 • 180 citations

Board of trade

1961 • 104 citations

Explaining the Early Discounts on Stock Index Futures: The Case for Disequilibrium

1984 • 70 citations

Portfolio Management with Stock Index Futures

1982 • 51 citations