مرکز منطقه ای اطلاع رساني علوم و فناوري - Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contract

Title of article :

Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contract

Author/Authors :

Elton Daal، نويسنده , , Joseph Farhat، نويسنده , , Peihwang P. Wei، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

113

To page :

128

Keywords :

Futures prices volatility , Maturity effect , Futures markets

Journal title :

Review of Financial Economics

Serial Year :

2006

Journal title :

Review of Financial Economics

Record number :

231328

Link To Document :