• 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
    16
  • 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