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Short Hedging and Long Hedging in Futures Markets: Symmetry and Asymmetry

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  • Yamey, B S

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  • Yamey, B S, 1971. "Short Hedging and Long Hedging in Futures Markets: Symmetry and Asymmetry," Journal of Law and Economics, University of Chicago Press, vol. 14(2), pages 413-434, October.
    • Handle: RePEc:ucp:jlawec:v:14:y:1971:i:2:p:413-34
    DOI: 10.1086/466716
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    Cited by:

    1. Barry A. Goss & S. Gulay Avsar & Siang‐Choo Chan, 1992. "Rational Expectations and Price Determination in the US Oats Market," The Economic Record, The Economic Society of Australia, vol. 68(S1), pages 16-26, December.
    2. Stückler, Maria, 2002. "Handel auf Terminkontraktmärkten," Department of Economics Working Paper Series 80, WU Vienna University of Economics and Business.
    3. Brennan, Donna & Wright, Brian D. & Williams, Jeffrey, 1992. "Is Convenience Yield a Necessary Hypothesis? 'Supply of Storage' In a Wheat Market," CUDARE Working Papers 198611, University of California, Berkeley, Department of Agricultural and Resource Economics.
    4. Demirer, Riza & Lien, Donald & Shaffer, David R., 2005. "Comparisons of short and long hedge performance: the case of Taiwan," Journal of Multinational Financial Management, Elsevier, vol. 15(1), pages 51-66, February.
    5. Maria Stückler, 2002. "Handel auf Terminkontraktmärkten," Department of Economics Working Papers wuwp080, Vienna University of Economics and Business, Department of Economics.

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