This paper examines the relative contribution of regular and e-mini futures market to price discovery of EUR/USD futures contracts on the Chicago Mercantile Exchange (CME), using intraday data in 2010.The relative contribution to price discovery is estimated using the information share approach...

This book draws readers’ attention to the financial aspects of daily life at a corporation by combining a robust mathematical setting and the explanation and derivation of the most popular models of the firm. Intended for third-year undergraduate students of business finance, quantitative...

This book draws readers’ attention to the financial aspects of daily life at a corporation by combining a robust mathematical setting and the explanation and derivation of the most popular models of the firm. Intended for third-year undergraduate students of business finance, quantitative...

This paper examines the relative contribution of regular and e-mini futures market to price discovery of EUR/USD futures contracts on the Chicago Mercantile Exchange (CME), using intraday data in 2010.The relative contribution to price discovery is estimated using the information share approach...