𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A proposed test of blackett’s hypothesis using superconductors

✍ Scribed by K. G. Cranna; G. Papini

Book ID
110646466
Publisher
Springer-Verlag,Italian Physical Society
Year
1967
Weight
128 KB
Volume
52
Category
Article
ISSN
0369-3554

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A test of the Samuelson Hypothesis using
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## Abstract This study examines the Samuelson Hypothesis, which postulates that futures price volatility increases as the futures contract approaches its expiration. Investigating intraday data and drawing on the recently developed concept of realized range, this study provides empirical evidence r