The role of trading volume, open interest and trader positions on volatility transmission between spot and futures markets

Date

2019-06-01

Author

Ordu-Akkaya, Beyza Mina
Ugurlu-Yildirim, Ecenur
Soytaş, Uğur

Metadata

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Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

URI

https://hdl.handle.net/11511/46015

Journal

Resources Policy

DOI

https://doi.org/10.1016/j.resourpol.2018.02.005

Collections

Department of Business Administration, Article