Search Results - subject:"Price discovery"

Changing regional price relationships in retail fresh broiler/fryer whole chicken prices

Duangnate, Kannika; Mjelde, James W. - In: Journal of agricultural and applied economics : JAEE 55 (2023) 4, pp. 609-625

Persistent link: https://www.econbiz.de/10014494017

Filtration enlargement-based time series forecast in view of insider trading

Bennett, Luke M.; Hu, Wei - In: Journal of economic surveys 37 (2023) 1, pp. 112-140

Persistent link: https://www.econbiz.de/10014287808

Spot-futures price adjustments in the Nikkei 225: linear or smooth transition? : financial centre leadership or home bias?

Qin, Jieye; Green, Christopher J.; Sirichand, Kavita - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-31

This paper studies price discovery in Nikkei 225 markets through the nonlinear smooth transition price adjustments … transaction costs after the crisis. For cross-border futures prices, the foreign exchanges (Chicago and Singapore) lead in price … discovery, which can be attributed to their roles as global information centres and their flexible trading conditions, such as a …

Persistent link: https://www.econbiz.de/10014305752

Decentralized finance and central bank communication

Hansson, Magnus - 2023

Persistent link: https://www.econbiz.de/10014310233

Dynamic and static volatility interruptions: Evidence from the Korean stock markets

Eom, Kyong Shik; Kwon, Kyungyoon; La, Sung Chae; Park, … - In: Journal of Risk and Financial Management 15 (2022) 3, pp. 1-19

We conducted a comprehensive analysis on the sequential introductions of dynamic and static volatility interruptions (VIs) in the Korean stock markets. The Korea Exchange introduced VIs to improve price formation, and to limit risk to investors from brief periods of abnormal volatility for...

Persistent link: https://www.econbiz.de/10013201408

Dynamic and static volatility interruptions : evidence from the Korean stock markets

Eom, Kyong Shik; Kwon, Kyungyoon; La, Sung Chae; Park, … - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-19

Persistent link: https://www.econbiz.de/10013161697

Price discovery measures in agricultural economics

Pavlova, Evgenia - 2022

The present dissertationis devoted to the issue of price discovery in agricultural markets. Price discovery is … commodities. We follow classical approaches for the measurement of price discovery: the permanent-transitory (PT) approach …

Persistent link: https://www.econbiz.de/10013268055

Links between government bond and futures markets: dealer-client relationships and price discovery in the UK

Di Gangi, Domenico; Lazarov, Vladimir; Mankodi, Aakash; … - 2022

Persistent link: https://www.econbiz.de/10013286849

Investigating the efficiency of bitcoin futures in Price discovery

Sharma, Prashant; Gupta, Prashant; Sharma, Dinesh Kumar; … - In: International journal of economics and financial issues … 12 (2022) 3, pp. 104-109

Persistent link: https://www.econbiz.de/10013259947

Advertising arbitrage

Kovbasyuk, Sergei; Pagano, Marco - 2022

Persistent link: https://www.econbiz.de/10013262655