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Volumn 11, Issue 9, 2004, Pages 569-573

The informational role of open interest in futures markets

Author keywords

[No Author keywords available]

Indexed keywords

COMMODITY MARKET; INFORMATION;

EID: 3442895391     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/13504850410001692795     Document Type: Article
Times cited : (13)

References (15)
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  • 2
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  • 3
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  • 4
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  • 5
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    • Stock volatility and the levels of the basis and open interest in futures contracts
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  • 7
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    • Modeling market microstructure time series
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    • Hasbrouck, J. (1996) Modeling market microstructure time series, in Handbook of Statistics: Statistical Methods in Finance (Eds) G. S. Maddala and C. R. Rao, North Holland, New York.
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