On contango, backwardation, and seasonality in index futures

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On contango, backwardation, and seasonality in index futures

The authors investigate contango and backwardation formations and seasonality traits in Malaysia over 22 years spanning 1995 to 2017. Employing graphical observations and statistical tests, contango and backwardation traits appear through market expectations, seasonality, cost of carry model predict...

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Bibliographic Details
Main Authors:	Abd Wahab, Mohd Asraf, Mohamad, Azhar, Sifat, Imtiaz
Format:	Article
Language:	English English
Published:	Inst. Investor Inc. 2019
Subjects:	HG Finance HG4001 Financial management. Business finance. Corporation finance.
Online Access:	http://irep.iium.edu.my/80163/ http://irep.iium.edu.my/80163/2/80163_On%20Contango%2C%20Backwardation%2C%20and%20Seasonality_article%20for%20MYRA.pdf http://irep.iium.edu.my/80163/1/80163_On%20Contango%2C%20Backwardation%2C%20and%20Seasonality_wos.pdf

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