Are hedgers informed? : an examination of the price impact of large trades in illiquid agricultural futures markets
Year of publication: |
June 2016
|
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Authors: | Frino, Alex ; Lepone, Andrew ; Mollica, Vito ; Zhang, Shunquan |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 6, p. 612-622
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Subject: | Getreide | Grain | Rohstoffderivat | Commodity derivative | Hedging | Börsenkurs | Share price | Spekulation | Speculation | Informationsverhalten | Information behaviour | Institutioneller Investor | Institutional investor | Australien | Australia | 2003-2015 |
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