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Estimating the location of world wheat price discovery

Janzen, Joseph P.; Adjemian, Michael K. - In: American journal of agricultural economics 99 (2017) 5, pp. 1188-1207

Persistent link: https://www.econbiz.de/10011946580

Price discovery in agricultural futures markets : should we look beyond the best bid-ask spread?

Arzandeh, Mehdi; Frank, Julieta - In: American journal of agricultural economics 101 (2019) 5, pp. 1482-1498

Persistent link: https://www.econbiz.de/10012115735

The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets

Duppati, Geeta; Hou, Yang; Scrimgeour, Frank G. - In: Cogent economics & finance 5 (2017) 1, pp. 1-23

Purpose: This study examines how, and to what extent the trading of the cross-listed China-backed ADRs on the New York Stock Exchange (NYSE) contributes to the information flow and price discovery for the corresponding cross-listed stocks on the Shanghai Stock exchange (SSE)....

Persistent link: https://www.econbiz.de/10011886980

An analysis of price discovery between Bitcoin futures and spot markets

Kapar, Burcu; Olmo, Jose - In: Economics letters 174 (2019), pp. 62-64

Persistent link: https://www.econbiz.de/10012121020

Price discovery and trading activity in Taiwan stock and futures markets

Hung, Jui-Cheng; Liu, Yu-Hong; Jiang, I.-Ming; Liang, Shuh - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 5, pp. 963-976

Persistent link: https://www.econbiz.de/10012211515

Determining the information share of liquidity and order flows in extreme price movements

Wu, Liang; Liu, Hengzhi; Liu, Chang; Long, Yunshen - In: Economic modelling 93 (2020), pp. 559-575

Persistent link: https://www.econbiz.de/10012430242

Information shares in a two-tier FX market

Piccotti, Louis R.; Shraiber, Bentsi - In: Journal of empirical finance 58 (2020), pp. 19-35

Persistent link: https://www.econbiz.de/10012430449

The relative informativeness of regular and e-mini Euro/Dollar futures contracts and the role of trader types

Malhotra, Jatin; Corelli, Angelo - In: Risks : open access journal 9 (2021) 6, pp. 1-18

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...

Persistent link: https://www.econbiz.de/10012598401

The relative efficiency of the crude oil futures market: evidence from India

Inani, Sarveshwar Kumar - In: International journal of banking, accounting and finance 9 (2018) 2, pp. 225-243

Persistent link: https://www.econbiz.de/10011955210

Price discovery of German index derivatives during financial turmoil

Frommherz, Anja - In: Review of managerial science 13 (2019) 1, pp. 147-179

Persistent link: https://www.econbiz.de/10011979671