Volatility, maturity and volume in the Indian metals futures
Author:
Affiliation:
1. Vinod Gupta School of Management, Indian Institute of Technology (IIT), Kharagpur, West Bengal, India
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/13504851.2017.1355536
Reference32 articles.
1. The Time Pattern of Hedging and the Volatility of Futures Prices
2. Is There a Term Structure of Futures Volatilities? Reevaluating the Samuelson Hypothesis
3. Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets
4. Generalized autoregressive conditional heteroskedasticity
5. Journal of Futures Markets
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1. Competing hypotheses on the Samuelson effect in futures markets;Applied Economics;2022-07-21
2. Trading Volume, Volatility and GARCH Effects in Borsa Istanbul;Contributions to Management Science;2018
3. Corrigendum;Applied Economics Letters;2017-09-27
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