## Abstract This study investigates the relation between petroleum futures spread variability, trading volume, and open interest in an attempt to uncover the source(s) of variability in futures spreads. The study finds that contemporaneous (lagged) volume and open interest provide significant expla
β¦ LIBER β¦
An empirical examination of the amortized spread
β Scribed by John M.R. Chalmers; Gregory B. Kadlec
- Book ID
- 114221583
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 324 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0304-405X
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