Lucey, Brian M.; Larkin, Charles; O'Connor, Fergal A. - In: Applied Economics Letters 20 (2013) 8, pp. 813-817
We investigate the Information Shares (ISs) of the two main centres of gold trading, over a 25-year period, using nonoverlapping 4-month windows. We find that neither London nor New York is dominant in terms of price IS, that the dominant market switches from time to time and that these switches...