A test of the Samuelson hypothesis using realized range

journal contribution

posted on 2008-01-01, 00:00 authored by P Kalev, Huu Duong

A test of the Samuelson hypothesis using realized range

History

Journal

Journal of futures markets

Volume

28

Pagination

680 - 696

Location

Malden, Mass.

ISSN

0270-7314

eISSN

1096-9934

Language

eng

Publication classification

C1.1 Refereed article in a scholarly journal

Copyright notice

2008, Wiley Periodicals, Inc

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Keywords

Samuelson hypothesis realized range intraday data futures price volatility

Licence

All Rights Reserved

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