Rolling over futures contracts: A note

Christopher K. Ma, Jeffrey M. Mercer, Matthew A. Walker

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@article{a574fb93d6204b0b95524113c5917a10,

title = "Rolling over futures contracts: A note",

author = "Ma, {Christopher K.} and Mercer, {Jeffrey M.} and Walker, {Matthew A.}",

year = "1992",

month = apr,

doi = "10.1002/fut.3990120208",

language = "English",

volume = "12",

pages = "203--217",

journal = "Journal of Futures Markets",

issn = "0270-7314",

number = "2",

}

TY - JOUR

T1 - Rolling over futures contracts

T2 - A note

AU - Ma, Christopher K.

AU - Mercer, Jeffrey M.

AU - Walker, Matthew A.

PY - 1992/4

Y1 - 1992/4

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U2 - 10.1002/fut.3990120208

DO - 10.1002/fut.3990120208

M3 - Article

AN - SCOPUS:84978598036

SN - 0270-7314

VL - 12

SP - 203

EP - 217

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 2

ER -