Campbell, Bryan (contributor); Hendry, Scott (contributor) - 2007
This paper presents some new results on the price discovery process in both the Canadian and U.S. 10-year Government … BrokerTec. In general, we find that relatively more price discovery occurs in the futures markets than the cash markets in both … Canada and the U.S. and that the results look remarkably similar across the two countries despite the large differences in …
