Browsing by Author "Haarburger, Terri"

Browsing by Author "Haarburger, Terri"

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  • Haarburger, Terri (2016)
    This study empirically investigates the existence of the Samuelson Hypothesis in South African markets. The Samuelson Hypothesis states that the volatility of futures contracts increase as the expiration of the contracts ...

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