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Differences between futures and forward prices: A further investigation of the marking‐to‐market effects

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  • Hun Y. Park
  • Andrew H. Chen

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  • Hun Y. Park & Andrew H. Chen, 1985. "Differences between futures and forward prices: A further investigation of the marking‐to‐market effects," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 5(1), pages 77-88, March.
    • Handle: RePEc:wly:jfutmk:v:5:y:1985:i:1:p:77-88
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    Cited by:

    1. Seungho Baek & Mina Glambosky & Seok Hee Oh & Jeong Lee, 2020. "Machine Learning and Algorithmic Pairs Trading in Futures Markets," Sustainability, MDPI, vol. 12(17), pages 1-24, August.
    2. Garry J. Twite, 1993. "Effect of Stochastic Interest Rates on the Pricing of SPI Futures Contracts," Australian Journal of Management, Australian School of Business, vol. 17(2), pages 259-269, December.

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