Do bubbles alter contributions to price discovery? : evidence from the Chinese soybean futures and spot markets
Miao Li and Tao Xiong
Year of publication: |
2020
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Authors: | Li, Miao ; Xiong, Tao |
Published in: |
Emerging markets, finance and trade : EMFT. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 55.2019, 15, p. 3417-3432
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Subject: | Bubbles | directed acyclic graphs | price discovery | structural vector autoregression | Spekulationsblase | Börsenkurs | Share price | Sojabohne | Soybean | China | VAR-Modell | VAR model | Kointegration | Cointegration | Spotmarkt | Spot market | Aktienmarkt | Stock market |
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