Microstructure and high-frequency price discovery in the soybean complex
Xinquan Zhou, Guillaume Bagnarosa, Alexandre Gohin, Joost M.E. Pennings, Philippe Debie
| Year of publication: |
2023
|
|---|---|
| Authors: | Zhou, Xinquan ; Bagnarosa, Guillaume ; Gohin, Alexandre ; Pennings, Joost M. E. ; Debie, Philippe |
| Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 30.2023, p. 1-17
|
| Subject: | Soybean | Futures market microstructure | Liquidity | Price discovery | High-frequency | Sojabohne | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Rohstoffderivat | Commodity derivative | Elektronisches Handelssystem | Electronic trading | Warenbörse | Commodity exchange |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2023.100314 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014426684