FUTURES PRICE VARIABILITY - A TEST OF MATURITY AND VOLUME EFFECTS

[21] IS REAL-WORLD PRICE A TALE TOLD BY IDIOT OF CHANCE [J]. REVIEW OF ECONOMICS AND STATISTICS, 1976, 58 (01) : 120 - 123

[22] SAMUELSON PA, 1965, IMR-IND MANAG REV, V6, P41

[23] THE EFFECT OF MATURITY ON PRICE FLUCTUATIONS [J]. JOURNAL OF BUSINESS, 1956, 29 (03) : 202 - 206

[24] SIMS CA, 1972, AM ECON REV, V62, P540

[25] Starks L., 1984, T APPROACH TESTING I

[26] THE PRICE VARIABILITY-VOLUME RELATIONSHIP ON SPECULATIVE MARKETS [J]. ECONOMETRICA, 1983, 51 (02) : 485 - 505

[27] ZELLNER A, 1979, J MONETARY EC S, V10, P9

[21] IS REAL-WORLD PRICE A TALE TOLD BY IDIOT OF CHANCE [J]. REVIEW OF ECONOMICS AND STATISTICS, 1976, 58 (01) : 120 - 123

[22] SAMUELSON PA, 1965, IMR-IND MANAG REV, V6, P41

[23] THE EFFECT OF MATURITY ON PRICE FLUCTUATIONS [J]. JOURNAL OF BUSINESS, 1956, 29 (03) : 202 - 206

[24] SIMS CA, 1972, AM ECON REV, V62, P540

[25] Starks L., 1984, T APPROACH TESTING I

[26] THE PRICE VARIABILITY-VOLUME RELATIONSHIP ON SPECULATIVE MARKETS [J]. ECONOMETRICA, 1983, 51 (02) : 485 - 505

[27] ZELLNER A, 1979, J MONETARY EC S, V10, P9