Liquidity effects on price and return co-movements in commodity futures markets
Year of publication: |
2021
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Authors: | Zhang, Yongmin ; Ding, Shusheng |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 76.2021, p. 1-9
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Subject: | Commodity futures markets | Liquidity effects | Price and return co-movements | Rohstoffderivat | Commodity derivative | Liquidität | Liquidity | Warenbörse | Commodity exchange | Theorie | Theory |
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