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Ship funds as a new asset class: An empirical analysis of the relationship between spot and forward prices in freight markets
16 references·1 citing·32 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 2016“Options, Futures, and Other Derivatives”5,007 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 1990Managerial discretion and optimal financing policies3,679 cited
  • 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2,901 cited
  • 1993Risk Management: Coordinating Corporate Investment and Financing Policies2,897 cited
  • 1976The pricing of commodity contracts2,859 cited
  • 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION1,262 cited
  • 1993Testing for a Unit Root872 cited
  • 1983Price Movements and Price Discovery in Futures and Cash Markets641 cited
  • 1991Forward Contracts and Firm Value: Investment Incentive and Contracting Effects

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454 cited
  • 1995Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets315 cited
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    • 2011Ship investment at a standstill? An analysis of shipbuilding activities and policies22 cited