A test of the Samuelson hypothesis using realized range

Kalev, Petko S. and Duong, Huu Nhan 2008, A test of the Samuelson hypothesis using realized range, Journal of futures markets, vol. 28, no. 7, pp. 680-696.

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Title A test of the Samuelson hypothesis using realized range
Author(s) Kalev, Petko S.
Duong, Huu Nhan
Journal name Journal of futures markets
Volume number 28
Issue number 7
Start page 680
End page 696
Publisher John Wiley & Sons
Place of publication Malden, Mass.
Publication date 2008
ISSN 0270-7314
1096-9934
Keyword(s) Samuelson hypothesis
realized range
intraday data
futures price volatility
Language eng
Field of Research 150299 Banking, Finance and Investment not elsewhere classified
HERDC Research category C1.1 Refereed article in a scholarly journal
HERDC collection year 2008
Copyright notice ©2008, Wiley Periodicals, Inc
Persistent URL http://hdl.handle.net/10536/DRO/DU:30019863

Document type: Journal Article
Collection: School of Accounting, Economics and Finance
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