Keywords: Open interest
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Journal Articles
International Journal of Managerial Finance (2016) 12 (5): 629–653.
Published: 10 October 2016
...Christos Floros; Enrique Salvador Purpose The purpose of this paper is to examine the effect of trading volume and open interest on volatility of futures markets. The authors capture the size and change in speculative behaviour in futures markets by examining the role of liquidity variables...

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