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Volatility, trading volume and open interest in futures markets
Christos Floros, Enrique Salvador
University College Dublin
Jaume I University
Research output
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peer-review
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Keyphrases
Futures Markets
100%
Open Interest
100%
Volatility Trading
100%
Trading Volume
100%
Volatility
62%
Liquidity
25%
Contemporaneous Relationship
25%
Financial Analysts
12%
Design Methodology
12%
Shock
12%
Estimation Method
12%
Interest Rates
12%
Price Change
12%
Futures Prices
12%
Stock Index
12%
Financial Manager
12%
Daily Data
12%
EGARCH Model
12%
Futures Contracts
12%
Stock Market Volatility
12%
Futures Volatility
12%
Commodity Stocks
12%
Volume-volatility
12%
Asymmetric Response
12%
Contract Type
12%
Speculative Behavior
12%
Market Depth
12%
Regress
12%
International Futures
12%
Impulse Response Function
12%
Two-stage Estimation
12%
Economics, Econometrics and Finance
Volatility
100%
Trading Volume
100%
ARCH Model
10%
Stock Index
10%
Financial Managers
10%
Interest Rate
10%