Title: A GARCH examination of the relationship between volume and price variability in futures markets
Abstract: Journal of Futures MarketsVolume 11, Issue 5 p. 613-621 Article A GARCH examination of the relationship between volume and price variability in futures markets Mohammad Majand, Mohammad Majand Mohammad Majand is an Assistant Professor in the Department of Finance at Old Dominion University.Search for more papers by this authorKenneth Yung, Kenneth Yung Kenneth Yung is an Assistant Professor in the Department of Finance at Old Dominion University.Search for more papers by this author Mohammad Majand, Mohammad Majand Mohammad Majand is an Assistant Professor in the Department of Finance at Old Dominion University.Search for more papers by this authorKenneth Yung, Kenneth Yung Kenneth Yung is an Assistant Professor in the Department of Finance at Old Dominion University.Search for more papers by this author First published: October 1991 https://doi.org/10.1002/fut.3990110509Citations: 87 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. 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Publication Year: 1991
Publication Date: 1991-10-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 149
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