Price limits in futures markets: effects on price discovery process and volatility
, 2003 Price limits are actively employed by many futures exchanges as a regulatory mechanism directed at reducing volatility and improving price discovery process.
Veld-Merkoulova, Y.V. +1 more
core +1 more source
Revolutionizing finance with bitcoin and blockchain: a literature review and research agenda
China Accounting and Finance ReviewOur analysis is targeted at researchers in the fields of economics and finance, and we place emphasis on the incremental contributions of each paper, key research questions, study methodology, main conclusions and data and identification tactics.
Sirui Han, Haitian Lu, Hao Wu
doaj +1 more source
A Study on Growth and Volatility in Cash and Futures Market of Castor in India
International Journal of Bio-Resource and Stress Management, 2023 This study has analyzed the growth and volatility in cash/spot and futures prices of castor. The time series data on WPI (Wholesale Price Indices) were obtained from office of Economic Advisor, Govt.
Rachana Kumari Bansal, Y. C. Zala
doaj
Molecular Oncology, EarlyView.In this explorative study, the abundance of circular RNA molecules in bone marrow stem cells was found to be elevated in patients with high‐risk myelodysplastic neoplasms, and to be associated with an increased risk of progression to acute myeloid leukemia.
Eileen Wedge +17 more
wiley +1 more source
The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. [PDF]
Int Rev Financ Anal, 2020 Corbet S, Hou Y, Hu Y, Oxley L.
europepmc +1 more source
Subtype‐specific enhancer RNAs define transcriptional regulators and prognosis in breast cancers
Molecular Oncology, EarlyView.This study employed machine learning methodologies to perform the subtype‐specific classification of RNA‐seq data sets, which are mapped on enhancers from TCGA‐derived breast cancer patients. Their integration with gene expression (referred to as ProxCReAM eRNAs) and chromatin accessibility profiles has the potential to identify lineage‐specific and ...
Aamena Y. Patel +6 more
wiley +1 more source
I examine how the efficiency of price discovery in the U.S. stock market’s extended market hours (EMH) has changed over time, focusing on the speed at which prices incorporate new information during the after-market-close (AMC) and before-market-open ...
Carey Reed Blackstone, Jr.
core +1 more source
Price discovery of Index options when futures are limited-locked - Evidence from Taiwan
, 2012 Brennan’s (1986) model suggests that price limit helps mitigate the default incentive on futures if information regarding the obscured price is not conveyed by relevant spot or option markets. This paper presents evidence for a strong information role of
Lin, Yun-yung
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UNDERSTANDING INDONESIA’S CITY-LEVEL CONSUMER PRICE FORMATION: IMPLICATIONS FOR PRICE STABILITY
Buletin Ekonomi Moneter dan Perbankan, 2019 Using the Consumer Price Index (CPI) data of 82 Indonesian cities, we propose thehypothesis of heterogeneity in the cities’ contribution to the aggregate IndonesianCPI.
Paresh Kumar Narayan
doaj +1 more source
What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective? [PDF]
Int Rev Financ Anal, 2020 Hu Y, Hou YG, Oxley L.
europepmc +1 more source