Bamba, Meera; Aggarwal, Mamta; Verma, Monika - In: Thailand and the world economy 40 (2022) 1, pp. 69-87
The current paper examines the maturity effect which states that “the futures prices volatility increases as the futures contract approaches its maturity period”. As per maturity effect theory, when a contract approaches its delivery date, the flow of information affects the prices. The...
