Price discovery in spot and futures markets : a reconsideration
Year of publication: |
2012
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Authors: | Theissen, Erik |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 18.2012, 9/10, p. 969-987
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Subject: | price discovery | futures markets | threshold error correction | common factor weights | Kointegration | Cointegration | Börsenkurs | Share price | Derivat | Derivative | Spotmarkt | Spot market | Rohstoffderivat | Commodity derivative | Preis | Price | Marktmikrostruktur | Market microstructure | Elektronisches Handelssystem | Electronic trading |
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