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, doi: 10.1002/fut.20328.

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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
Keyword(s) Samuelson hypothesis
realized range
intraday data
futures price volatility
Language eng
DOI 10.1002/fut.20328
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
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
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