An empirical examination of the relation between futures spreads volatility, volume, and open interest
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference48 articles.
1. Conditional dependence in precious metal prices;Akgiray;Financial Review,1991
2. The municipal-treasury futures spread;Arak;Journal of Futures Markets,1987
3. Analysis of spreads in agricultural futures;Barrett;Journal of Futures Markets,1995
4. Price volatility, trading volume, and market depth: Evidence from futures market;Bessembinder;Journal of Financial and Quantitative Analysis,1993
5. The pricing and performance of stock index futures spreads;Billingsley;Journal of Futures Markets,1988
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