Results 11 to 20 of about 2,488,526 (252)
Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system [PDF]
, 2011 Copyright @ 2011 Brunel UniversityThis paper proposes new metrics for the process of price discovery on the main electronic trading platform for euro-denominated government securities.
Caporale, GM, Girardi, A
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Price Discovery of Agri Commodities: An Integrated Approach
Финансы: теория и практика, 2022 The purpose of this paper is to examine how the introduction of the pan-India electronic trading portal (eNAM) impacted the information transmission and price discovery in informationally linked markets of India for agricultural commodities.
A. Mishra, R. P. Kumar
doaj +1 more source
Mathematics, 2021 This paper examines the world wheat market leadership using price discovery occurring in wheat futures markets of the United States (U.S.) and Europe. An error correction model (ECM) generalized autoregressive conditional heteroskedasticity (GARCH), and ...
Osama Ahmed
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Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk
American Business Review, 2023 In this study, we empirically analyze the contributions of three crude oil-based exchange traded funds (ETFs) and the futures contract in hedging crude oil price risk.
Keshab Shrestha +2 more
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Analyzing Price Discovery Function of Gold Coin Futures Contracts in Iran [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2016 This paper deals with the question of whether gold coin futures contract in Iran performs expected function of price discovery or not. We investigate this question by using three distinct approaches: linear and nonlinear causality tests between gold coin
Ahmad Mohammadi +2 more
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A discussion with Vernon Smith on the Classics, Marx, and Sraffa
PSL Quarterly Review, 2023 This paper is a revised version of a discussion with Nobel laureate Vernon Smith on the limits of neoclassical theory and on the opportunity to recover the alternative approach of classical economists and Marx.
Emiliano Brancaccio
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Gold Exchange Traded Fund - Price Discovery and Performance Analysis
Scientific Annals of Economics and Business, 2018 The paper aims to examine the price discovery process and the performance of Gold Exchange Traded Funds especially with respect to two Gold ETFs, namely, Goldman Sachs Gold Exchange Traded Scheme (GoldBeEs) and SBI Gold Exchange Traded Scheme (SBIGETS ...
Mallika Mathew, Sulphey M. M.
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Price formation on the EuroMTS platform [PDF]
, 2009 This paper examines the process of price discovery in the MTS system, which builds on the parallel quoting of euro-denominated government securities on a number of (relatively large) domestic markets and on a (relatively small) European marketplace ...
Caporale, GM, Girardi, A
core +6 more sources
The Influence of Daily Price Limit Effects on Price Behavior of Stocks: A Contrarian Investment Strategy Approach [PDF]
مطالعات تجربی حسابداری مالی, 2011 Price limit is a kind of circuit breaker which is used in developing stock exchanges and futures markets to prevent extreme price volatility, price manipulation, and financial crashes.
s.m shariat panahi, A abjadpour
doaj
The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets
Cogent Economics & Finance, 2017 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
Geeta Duppati +2 more
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