Sequential price discoveryThis study conducts price discovery analysis in the Chinese gold market. Our results indicate that Chinese gold market price discovery occurs predominantly in tdoi:10.2139/ssrn.2776581Jin, MuzhaoLi, YouweiWang, Jian-Xin...
1.And the price discovery function of China futures market is enhancing gradually.从实际情况来看,我国商品生产者与经营者利用期货市场价格信息,发挥期货市场价格发现功能的事例在不断增多。 2.Aiming at studying the level of price discovery function of Chinese wheat futures market and the influence of futu...
Market microstructure and price discovery on the Tokyo Stock Exchange This paper compares the price discovery processes at the opening and closing transactions for the fifty largest stocks trading on the Tokyo Stock Exchange... Y Amihud,H Mendelson - 《Japan & the World Economy》 被引量: 63发表...
Question: Where does this international gold price come from, where is it derived? Recent empirical research has determined that gold price discovery is jointly driven by London Over-the-Counter (OTC) spot gold market trading and COMEX gold futures trading, and that the “international g...
This paper examines the market efficiency of the newly introduced Malaysian gold futures market through its price discovery role and the causal relationship with its spot gold market. Restricted Least Square and Toda-Yamamoto Granger Causality methods are used to achieve the objectives of this study....
26th 2012, this paper conducts an empirical research and in-depth analysis of the dy-namic relationship between CNY/USD exchange rate in domestic market and CNH/USD exchange rate in HK's market. From the perspective of price discovery and volatility spillover effects in domestic and HK's spot...
To the extent that the futures market has a characteristic of leading the spot market, this study supports the view of a link between time disparity and price discovery in Korea and the U.S. financial market.Keywords: Time Disparity, Korea Exchange Gold Market, Gold Futures, Dollar Index ...
According to the market microstructure theory, rounding (or clustering) can be regarded as a byproduct of the price discovery process. Price discovery occurs when traders try to determine an asset's true price. Ball et al. (1985) hypothesize that clustering is positively related to the degree ...
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Forecasters and analysts are predicting silver will follow gold's price movements in the current environment. Using all-time highs for timing Sophisticated investors who want to time the market sometimes use all time highs to determine when it’s a good time to buy or sell. The current all...