Dynamic price discovery in Chinese agricultural futures markets
Author:
Funder
Fundamental Research Funds for the Central Universities
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference34 articles.
1. Price discovery in thinly traded futures markets: How thin is too thin?;Adammer;Journal of Futures Markets,2016
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5. The pricing of commodity contracts;Black;Journal of Financial Economics,1976
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