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A Note on the Variability of Futures Prices

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Author Info
Rutledge, D J S
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Publisher Info
Article provided by MIT Press in its journal Review of Economics & Statistics.

Volume (Year): 58 (1976)
Issue (Month): 1 (February)
Pages: 118-20
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:tpr:restat:v:58:y:1976:i:1:p:118-20

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  1. Daal, Elton & Farhat, Joseph Basheer & Wei, Peihwang P., 2003. "Reexamining the maturity effect using extensive futures data," Working Papers 2003-06, University of New Orleans, Department of Economics and Finance. [Downloadable!]
  2. Daal, Elton & Farhat, Joseph Basheer & Wei, Peihwang P., 2004. "Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts," Working Papers 2004-03, University of New Orleans, Department of Economics and Finance. [Downloadable!]
  3. Rita Madarassy Akin, 2003. "Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets," Santa Cruz Center for International Economics, Working Paper Series 1006, Center for International Economics, UC Santa Cruz. [Downloadable!]
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This page was last updated on 2009-12-12.

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