Basis‐Momentum
Author:
Funder
Fundação para a Ciência e a Tecnologia
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jofi.12738
Reference56 articles.
1. Limits to arbitrage and hedging: Evidence from commodity markets
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5. Illiquidity and stock returns: cross-section and time-series effects
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