The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility

Global Finance Journal

Volumn 20, Issue 3, 2009, Pages 209-219

  Ripple, Ronald D ^a   Moosa, Imad A ^b  

^a CURTIN UNIVERSITY   (Australia)

^b MONASH UNIVERSITY   (Australia)

Author keywords

Futures; Maturity; Open interest; Trading volume; Volatility

Indexed keywords

EID: 70350188309     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.gfj.2009.06.001     Document Type: Article

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