Hedging with Mispriced Futures

The Hedging Performance of the New Futures Markets

1979 • 1,338 citations

The Theory of Hedging and Speculation in Commodity Futures

1976 • 640 citations

The Simultaneous Determination of Spot and Futures Prices

1976 • 430 citations

Hedging Performance and Basis Risk in Stock Index Futures

1984 • 339 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

Volume determination in stock and stock index futures markets: An analysis of arbitrage and volatility effects

1987 • 37 citations

Price discovery in the stock market

1987 • 2 citations