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dc.contributor.authorHranaiova, Jana
dc.contributor.authorTomek, William G.
dc.date.accessioned2018-08-21T17:10:16Z
dc.date.available2018-08-21T17:10:16Z
dc.date.issued1999-06-01
dc.identifier.urihttps://hdl.handle.net/1813/57939
dc.descriptionWP 1999-12 June 1999
dc.description.abstractThe value of the timing option implicit in CBOT corn futures contract is estimated. Separate estimates are obtained for the option without and with convenience yield. The effect of the option on basis behavior at day one of the maturity month is examined and is found to be statistically important.
dc.language.isoen_US
dc.publisherCharles H. Dyson School of Applied Economics and Management, Cornell University
dc.titleTHE TIMING OPTION IN FUTURES CONTRACTS AND PRICE BEHAVIOR AT CONTRACT MATURITY
dc.typearticle
dcterms.licensehttp://hdl.handle.net/1813/57595


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  • Dyson School Working Papers
    Working Papers published by the Charles H. Dyson School of Applied Economics and Management, Cornell University

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