Search Results - subject:"price discovery"

Assessing the current situation of the world wheat market leadership: Using the semi-parametric approach

Ahmed, Osama - In: Mathematics 9 (2021) 2

This paper examines the world wheat market leadership using price discovery occurring in wheat futures markets of the ….S. and Europe price discovery which is stronger, fluctuating less after August 2010 because of a drought occurring in the …, wheat market leadership moved from the U.S. to the European market, meaning price discovery is primarily located by the …

Persistent link: https://www.econbiz.de/10012416119

The relative informativeness of regular and e-mini Euro/Dollar futures contracts and the role of trader types

Malhotra, Jatin; Corelli, Angelo - In: Risks 9 (2021) 6, pp. 1-18

This paper examines the relative contribution of regular and e-mini futures market to price discovery of EUR … indicate that regular futures market contributes significantly to the price discovery, accounting for approximately 66.5% of … price discovery in the EURO/USD market. This study also examines if the regular future's information share (IS) can be …

Persistent link: https://www.econbiz.de/10013200779

Trading behaviors on knowledge of price discovery in futures markets

Gong, Qingbin; Tang, Zili; Xu, Bing - In: Journal of Innovation & Knowledge (JIK) 6 (2021) 3, pp. 191-195

on price discovery by developing a pricing model for the futures market. With mathematical analysis, we solve the … appetites or a high degree of rationality, it is difficult for the market to realize the price discovery function. …

Persistent link: https://www.econbiz.de/10013266799

Examining the impact of structural breaks on price discovery efficiency : evidence from the Indian equity futures market

Kumar, Adish; Gupta, Kapil - In: Copernican Journal of Finance & Accounting : CJF&A 10 (2021) 4, pp. 79-96

Persistent link: https://www.econbiz.de/10013165214

Information transmission between bitcoin derivatives and spot markets : high-frequency causality analysis with Fourier approximation

Cagli, Efe Çaglar; Mandacı, Pınar Evrım - In: Economics and Business Letters : EBL 10 (2021) 4, pp. 394-402

Persistent link: https://www.econbiz.de/10013169260

Words speak as loudly as actions : Central Bank communication and the response of equity prices to macroeconomic announcements

Gardner, Ben; Scotti, Chiara; Vega, Clara - 2021

Persistent link: https://www.econbiz.de/10012704991

Trading behaviors on knowledge of price discovery in futures markets

Gong, Qingbin; Tang, Zili; Xu, Bing - In: Journal of innovation & knowledge : JIK 6 (2021) 3, pp. 191-195

Persistent link: https://www.econbiz.de/10012591578

A tournament approach to price discovery in the U.S. cattle market

Wright, Jeffrey; Kim, Man-Keun; Tejeda, Hernan A.; Kim, … - In: Journal of agricultural and applied economics : JAEE 53 (2021) 1, pp. 21-36

Persistent link: https://www.econbiz.de/10012606986

Asset pricing and evidence of price discovery in sustainable equity portfolios

Qadeer, Abdul; Ahmad, Ashfaq - In: The Lahore journal of business 10 (2021) 1, pp. 91-120

Persistent link: https://www.econbiz.de/10012813532

The relative informativeness of regular and e-mini Euro/Dollar futures contracts and the role of trader types

Malhotra, Jatin; Corelli, Angelo - In: Risks : open access journal 9 (2021) 6, pp. 1-18

Persistent link: https://www.econbiz.de/10012598401