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Volume and price relationships: Hypotheses and testing for agricultural futures

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  • A. G. Malliaris
  • Jorge L. Urrutia

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Suggested Citation

  • A. G. Malliaris & Jorge L. Urrutia, 1998. "Volume and price relationships: Hypotheses and testing for agricultural futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 18(1), pages 53-72, February.
  • Handle: RePEc:wly:jfutmk:v:18:y:1998:i:1:p:53-72
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    2. repec:ebl:ecbull:v:7:y:2008:i:15:p:1-16 is not listed on IDEAS
    3. Chuang, Wen-I & Liu, Hsiang-Hsi & Susmel, Rauli, 2012. "The bivariate GARCH approach to investigating the relation between stock returns, trading volume, and return volatility," Global Finance Journal, Elsevier, vol. 23(1), pages 1-15.
    4. Jabir Ali & Kriti Bardhan Gupta, 2011. "Efficiency in agricultural commodity futures markets in India: Evidence from cointegration and causality tests," Agricultural Finance Review, Emerald Group Publishing, vol. 71(2), pages 162-178, August.
    5. repec:eee:proeco:v:199:y:2018:i:c:p:78-94 is not listed on IDEAS
    6. Alizadeh, Amir H., 2013. "Trading volume and volatility in the shipping forward freight market," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 49(1), pages 250-265.
    7. Wang, Dong-Hua & Suo, Yuan-Yuan & Yu, Xiao-Wen & Lei, Man, 2013. "Price–volume cross-correlation analysis of CSI300 index futures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(5), pages 1172-1179.
    8. Shyh-Wei Chen, 2008. "Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market," Economics Bulletin, AccessEcon, vol. 7(15), pages 1-16.
    9. Ling-Yun He & Sheng Yang & Wen-Si Xie & Zhi-Hong Han, 2014. "Contemporaneous and Asymmetric Properties in the Price-Volume Relationships in China's Agricultural Futures Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(S1), pages 148-166.
    10. Alizadeh, Amir H. & Tamvakis, Michael, 2016. "Market conditions, trader types and price–volume relation in energy futures markets," Energy Economics, Elsevier, vol. 56(C), pages 134-149.
    11. repec:kap:enreec:v:68:y:2017:i:3:d:10.1007_s10640-016-0032-4 is not listed on IDEAS
    12. repec:eee:ecmode:v:66:y:2017:i:c:p:121-131 is not listed on IDEAS
    13. Williams, J., 2013. "Wheat and corn price skewness and volatility: Risk management implications for farmers and end users," Australasian Agribusiness Review, University of Melbourne, Melbourne School of Land and Environment, vol. 21.
    14. Chng, Michael T., 2009. "Economic linkages across commodity futures: Hedging and trading implications," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 958-970, May.

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