Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets
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References listed on IDEAS
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- Kapil Gupta & Balwinder Singh, 2007. "Investigating the Pricing Efficiency of Indian Equity Futures Market," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 32(4), pages 486-512, November.
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Keywordsfutures; volatility; GARCH; time-to-maturity;
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