The relationship between volume and price variability in futures markets

By Bradford Cornell. 2000

163 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/daf34894b15095d0570dd2c74b23a67d2e685383

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In Economics and Econometrics

1. C. Barrett
2. Achla Marathe
3. Hany A. Shawky

In Finance

1. C. Barrett
2. Achla Marathe
3. Hany A. Shawky
4. D. W. Bunn
5. Angelica Gianfreda

Citations in the corpus

• A FIRST LOOK AT THE EMPIRICAL RELATION BETWEEN SPOT AND FUTURES ELECTRICITY PRICES IN THE UNITED STATES (2003, background): “5For further details on hedging and risk behavior, see Hicks (1946), Working (1953), Johnson (1960), and more recently, Cornell (2000). examine the characteristics of the market using daily data for the years 1998 and 1999 and document its behavior to be consistent with efficient markets.”