Decision Sciences
8 years ago

Trading volume drives price volatility in China's hard wheat futures market.

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Beijing Hangkong Hangtian Daxue xuebao
An Empirical Study of Hard Wheat Futures Price Volatility in China's Market
Huiwen Wang

Paper Summary

The study looked at the price volatility of hard wheat futures in China from 2002 to 2004. By analyzing trading data, researchers found that price volatility varies depending on the trading period. They discovered that trading volume is the main factor influencing price volatility differences.

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