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A Test of the Habit Formation Hypothesis Using Household Data

✍ Scribed by Dale Heien and Cathy Durham

Book ID
124913043
Publisher
MIT Press
Year
1991
Tongue
English
Weight
353 KB
Volume
73
Category
Article
ISSN
0034-6535

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A test of the Samuelson Hypothesis using
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✍ Petko S. Kalev; Huu Nhan Duong πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 135 KB

## 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