Price discovery in chinese agricultural futures markets: A comprehensive look-Reference-Cited by-同舟云学术

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Price discovery in chinese agricultural futures markets: A comprehensive look

Published:2020-12-17 Issue:4 Volume:41 Page:536-555
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Yang Jian¹^ORCID,Li Zheng²,Wang Tao³

Affiliation:

1. J. P. Morgan Center for Commodities, The Business School University of Colorado Denver Denver Colorado

2. School of Finance Tianjin University of Finance and Economics Tianjin China

3. Department of Economics Queens College and the Graduate Center of CUNY Flushing New York

Funder

National Natural Science Foundation of China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22179

Reference34 articles.

1. Price discovery dynamics in European agricultural markets

2. Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?

3. The pricing of commodity contracts

4. Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets

5. Do futures lead price discovery in electronic foreign exchange markets?

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