1.Time-varying risk premia and forecastable returns in futures markets
Journal of Financial Economics, 1992
2. Hedging Pressure and Futures Price Movements in a General Equilibrium Model
D Hirshleifer - Econometrica, 1990
3. Systematic risk, hedging pressure, and risk premiums in futures markets
H Bessembinder - Review of Financial Studies
[此贴子已经被作者于2008-9-9 23:24:27编辑过]