An empirical examination of the relation between futures spreads volatility, volume, and open interest

Journal of Futures Markets

Volumn 22, Issue 11, 2002, Pages 1083-1102

  Girma, Paul Berhanu ^a   Mouqoué, Mbodja ^b  

^a STATE UNIVERSITY OF NEW YORK   (United States)

^b WAYNE STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036376259     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.10047     Document Type: Article

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