THE EFFECT OF MATURITY DATE, TRADE VOLUME AND OPEN INTERESTS ON GOLD COIN FUTURE PRICE VOLATILITY

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

RAEI REZA; HONARDOOST AZAM; SALMANI YUNES; TATAEI PEYMAN

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: INVESTMENT KNOWLEDGE Year:2014 | Volume:3 | Issue:9 Page(s): 169-185

Download Full-Text

Persian Verion

View:

1,242

Download:

Cites:

Information Journal Paper

Title

THE EFFECT OF MATURITY DATE, TRADE VOLUME AND OPEN INTERESTS ON GOLD COIN FUTURE PRICE VOLATILITY

Author(s)

RAEI REZA | HONARDOOST AZAM | SALMANI YUNES | TATAEI PEYMAN | Issue Writer Certificate

Keywords

GOLD COIN FUTURE CONTRACTSQ2

FUTURES PRICES VOLATILITYQ1

MATURITY EFFECTQ2

TRADE VOLUMEQ2

OPEN INTERESTSQ2

Abstract

In this research, the effect of maturity, TRADE VOLUME and OPEN INTERESTS on gold coin future price volatility in Iran commodity market have been studied since Dey 1387 to Shahrivar 1391.For doing that we can utilize two approach. In first approach, by considering 27 contracts separately, we perceived that the effect of TRADE VOLUME is meaningful and positive. As we expected, the effect of maturity and OPEN INTERESTS are negative, but it’s not meaningful. In second approach, by using time series observation during sample period, the effect of TRADE VOLUME and OPEN INTERESTS on future price volatility have been studied. As a result, we find that the effect of TRADE VOLUME and OPEN INTERESTS on future price volatility is positive and negative respectively. Both of these effects are meaningful, but, the former is substantially more than the latter.

Cites

No record.

References

No record.

Cite

APA: Copy

RAEI, REZA, HONARDOOST, AZAM, SALMANI, YUNES, & TATAEI, PEYMAN. (2014). THE EFFECT OF MATURITY DATE, TRADE VOLUME AND OPEN INTERESTS ON GOLD COIN FUTURE PRICE VOLATILITY. INVESTMENT KNOWLEDGE, 3(9), 169-185. SID. https://sid.ir/paper/187987/en

Vancouver: Copy

RAEI REZA, HONARDOOST AZAM, SALMANI YUNES, TATAEI PEYMAN. THE EFFECT OF MATURITY DATE, TRADE VOLUME AND OPEN INTERESTS ON GOLD COIN FUTURE PRICE VOLATILITY. INVESTMENT KNOWLEDGE[Internet]. 2014;3(9):169-185. Available from: https://sid.ir/paper/187987/en

IEEE: Copy

REZA RAEI, AZAM HONARDOOST, YUNES SALMANI, and PEYMAN TATAEI, “THE EFFECT OF MATURITY DATE, TRADE VOLUME AND OPEN INTERESTS ON GOLD COIN FUTURE PRICE VOLATILITY,” INVESTMENT KNOWLEDGE, vol. 3, no. 9, pp. 169–185, 2014, [Online]. Available: https://sid.ir/paper/187987/en

Related Journal Papers