Price discovery and its determinants for the Chinese soybean options and futures markets
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Finance
Reference25 articles.
1. Hole in the wall: informed short selling ahead of private placements;Berkman;Rev. Financ. Stud.,2017
2. Price discovery in commodity derivatives: speculation or hedging?;Bohmann;J. Futures Mark.,2019
3. Price discovery in futures and options markets;Boyd;J. Futures Mark.,2014
4. Informed trading in stock and option markets;Chakravarty;J. Finance,2004
5. Are options redundant? Further evidence from currency futures markets;Chan;Int. Rev. Financ. Anal.,2006
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