The relation between forward prices and futures prices

A-Tier

Journal: Journal of Financial Economics

Year: 1981

Volume: 9

Issue: 4

Pages: 321-346

Authors (3)

Cox, John C. (not in RePEc) Ingersoll, Jonathan Jr. (not in RePEc) Ross, Stephen A.

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count