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
Link To Document