An empirical examination of the relation
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Paul Berhanu Girma; Mbodja Mougouรฉ
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Article
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2002
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John Wiley and Sons
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English
โ 128 KB
๐ 1 views
## 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