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Price discovery mechanism in spot and futures market of agricultural commodities : the case of India
Minakshi - In: Focus : journal of international business 5 (2018) 2, pp. 44-67
Persistent link: https://www.econbiz.de/10012020088
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Asymmetric multifractal features of the price-volume correlation in China’s gold futures market based on MF-ADCCA
Guo, Yaoqi; Yu, Zhuling; Yu, Chenxi; Cheng, Hui; Chen, … - In: Research in international business and finance 58 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013287728
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Price limits and volatility in soybean meal futures markets
Cantor, Richard - 1989
Persistent link: https://www.econbiz.de/10000123785
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A study of the lead-lag relationship between price change and trading volume in futures market using high-frequency data
Streeter, Denise W.; Najand, Mohammad; Dondeti, V. Reddy; … - In: International journal of bonds and derivatives 1 (2015) 4, pp. 284-301
Persistent link: https://www.econbiz.de/10011546737
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The Samuelson Hypothesis in Futures Markets : An Analysis Using Intraday Data
Duong, Huu Nhan - 2014
This paper considers the Samuelson hypothesis, which argues that the futures price volatility increases as the futures contract approaches its expiration. Utilizing intraday data from 20 futures markets in six futures exchanges, we find strong support for the Samuelson hypothesis in agricultural...
Persistent link: https://www.econbiz.de/10013053392
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The price impact of futures trades and their intraday seasonality
Webb, Robert I.; Ryu, Doojin; Ryu, Doowon; Han, Joongho - In: Emerging markets review 26 (2016), pp. 80-98
Persistent link: https://www.econbiz.de/10011670875
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The reaction of coffee futures price volatility to crop reports
Silveira, Rodrigo Lanna Franco da; Mattos, Fabio; Saes, … - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2361-2376
Persistent link: https://www.econbiz.de/10011825353
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Price formation of the salmon aquaculture futures market
Ankamah-Yeboah, Isaac; Nielsen, Max; Nielsen, Rasmus - In: Aquaculture economics & management : official journal … 21 (2017) 3, pp. 376-399
Persistent link: https://www.econbiz.de/10011771058
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Are price limits cooling off agricultural futures markets?
He, Xinyue; Serra, Teresa - In: American journal of agricultural economics 104 (2022) 5, pp. 1724-1746
Persistent link: https://www.econbiz.de/10013466145
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Impact of transaction taxes on commodity derivatives trading in India
Ray, Saon; Malik, Neha - 2014
Commodity derivatives were introduced in India with a dual purpose of promoting price discovery and enhancing risk … market. Results for the event study suggest a significant drop in traded volumes of commodity futures such as gold, copper …
Persistent link: https://www.econbiz.de/10010354169