Price variability and the maturity effect in futures markets
- 1 September 1986
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 6 (3) , 443-460
- https://doi.org/10.1002/fut.3990060309
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- Some determinants of the volatility of futures pricesJournal of Futures Markets, 1985
- Basis speculation in commodity futures: The maturity effectJournal of Futures Markets, 1982
- Information, futures prices, and stabilizing speculationJournal of Economic Theory, 1978
- A Note on the Variability of Futures PricesThe Review of Economics and Statistics, 1976
- Is Real-World Price a Tale Told by the Idiot of Chance?The Review of Economics and Statistics, 1976
- Quotations on Commodity Futures as Price ForecastsEconometrica, 1942