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Convergence to efficiency in FTSE-100 futures market

Lien, Da-hsiang Donald; Xiang, Ju - In: International journal of financial markets and derivatives 1 (2010) 3, pp. 243-257

Persistent link: https://www.econbiz.de/10008665689

Dynamic price discovery process of Chinese agricultural futures markets : an empirical study based on the rolling window approach

Xu, Yuanyuan; Pan, Fanghui; Wang, Chuanmei; Li, Jian - In: Journal of agricultural and applied economics : JAEE 51 (2019) 4, pp. 664-681

Persistent link: https://www.econbiz.de/10012268878

Price discovery and risk transfer in the Brent crude oil futures market

Abba Abdullahi, Saada; Muhammad, Zahid - In: International journal of financial markets and derivatives 5 (2016) 1, pp. 23-35

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Correlation asymmetry and implication on hedging

Trabelsi, Abdelwahed; Ennabli, Asma - In: International journal of financial markets and derivatives 6 (2017) 1, pp. 30-56

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The impact of market participants' interaction on futures prices : comparing three US wheat futures markets

Bosch, David - In: International journal of financial markets and derivatives 6 (2017) 2, pp. 120-148

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Cross hedging winter canola

Kim, Seon-Woong; Brorsen, B. Wade; Yoon, Byung-Sam - In: Journal of agricultural and applied economics : JAEE 47 (2015) 4, pp. 462-481

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The impact of price variability on cash/futures market relationships : implications for market efficiency and price discovery

Arnade, Carlos Anthony; Hoffman, Linwood A. - In: Journal of agricultural and applied economics : JAEE 47 (2015) 4, pp. 539-559

Persistent link: https://www.econbiz.de/10011618634

Do extreme CIT position changes move prices in grain futures markets?

Li, Jiarui; Irwin, Scott H.; Etienne, Xiaoli - In: Journal of agricultural and applied economics : JAEE 54 (2022) 4, pp. 792-814

Most previous studies reject the basic tenet of the Masters Hypothesis that the influx of financial index investments has pressured agricultural futures prices upwards substantially. However, the impact of index investment activities may be more complicated and nuanced than can be detected by...

Persistent link: https://www.econbiz.de/10013503720