The relationship between volume and price variability in futures markets
- 1 September 1981
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 1 (3) , 303-316
- https://doi.org/10.1002/fut.3990010303
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Hedging and Joint Production: Theory and IllustrationsThe Journal of Finance, 1980
- The Existence of Futures Markets, Noisy Rational Expectations and Informational ExternalitiesThe Review of Economic Studies, 1977
- The pricing of commodity contractsJournal of Financial Economics, 1976
- Expectations and the neutrality of moneyJournal of Economic Theory, 1972