Jason Laws, John Thompson. Hedging effectiveness of stock index futures. European Journal of Operational Research, 163(1):177-191, 2005. [doi]
@article{LawsT05,
title = {Hedging effectiveness of stock index futures},
author = {Jason Laws and John Thompson},
year = {2005},
doi = {10.1016/j.ejor.2004.01.007},
url = {http://dx.doi.org/10.1016/j.ejor.2004.01.007},
researchr = {https://researchr.org/publication/LawsT05},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {163},
number = {1},
pages = {177-191},
}