Liquidity effects on price and return co-movements in commodity futures markets
Yongmin Zhang, Shusheng Ding
| Year of publication: |
2021
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|---|---|
| Authors: | Zhang, Yongmin ; Ding, Shusheng |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 76.2021, p. 1-9
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| Subject: | Commodity futures markets | Liquidity effects | Price and return co-movements | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Warenbörse | Commodity exchange | Liquidität | Liquidity | Liquiditätseffekt | Liquidity effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101796 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012805074