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Information, Trading Demand, and Futures Price Volatility

โœ Scribed by Changyun Wang

Book ID
110693331
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
313 KB
Volume
37
Category
Article
ISSN
0732-8516

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The author wishes to thank Robert I. Webb (the editor) and an anonymous referee for very helpful comments, as well as Charles Bartlett from SIFMA for providing part of the data. Financial support from Citi Foundation is gratefully acknowledged.