Speculative activity and returns volatility of Chinese agricultural commodity futures

Author:

Bohl Martin T.,Siklos Pierre L.,Wellenreuther Claudia

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference60 articles.

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5. Price volatility, trading volume, and market depth: Evidence from futures markets;Bessembinder;Journal of Financial and Quantitative Analysis,1993

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