Futures prices and the maturity effect
- 1 October 1996
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 16 (7) , 809-828
- https://doi.org/10.1002/(sici)1096-9934(199610)16:7<809::aid-fut5>3.0.co;2-s
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
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- Factors affecting agricultural futures price varianceJournal of Futures Markets, 1987
- Price variability and the maturity effect in futures marketsJournal of Futures Markets, 1986
- Some determinants of the volatility of futures pricesJournal of Futures Markets, 1985
- The Time Pattern of Hedging and the Volatility of Futures PricesThe Review of Economic Studies, 1983
- Basis speculation in commodity futures: The maturity effectJournal of Futures Markets, 1982
- A Note on the Variability of Futures PricesThe Review of Economics and Statistics, 1976