The impact of price variability on cash/futures market relationships : implications for market efficiency and price discovery
Year of publication: |
November 2015
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Authors: | Arnade, Carlos Anthony ; Hoffman, Linwood A. |
Published in: |
Journal of agricultural and applied economics : JAEE. - Cambridge : Cambridge Univ. Press, ISSN 2056-7405, ZDB-ID 2141115-3. - Vol. 47.2015, 4, p. 539-559
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Subject: | Cash markets | futures markets | price discovery | soybeans | variability | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Sojabohne | Soybean | Börsenkurs | Share price | Preis | Price | Derivat | Derivative | Rohstoffderivat | Commodity derivative |
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