On measuring speculative and hedging activities in futures markets from volume and open interest data

Applied Economics

Volumn 42, Issue 12, 2010, Pages 1549-1557

  Lucia, Julio J ^a   Pardo, Angel ^a  

^a UNIVERSITY OF VALENCIA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL MARKET; EMPIRICAL ANALYSIS; STATISTICAL ANALYSIS; STOCK MARKET;

EID: 77952354665     PISSN: 00036846     EISSN: 14664283     Source Type: Journal    
DOI: 10.1080/00036840701721489     Document Type: Article

References (15)

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12. Rutledge, D. J. S. (1979) Trading volume and price variability: new evidence on the price effects of speculation, International Futures Trading Seminar, Chicago Board of Trade, Chicago, 160-74.
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