London or New York: where and when does the gold price originate?

We investigate the information shares of the two main centers of gold trading, over a 25 year period, using non overlapping 4 month windows. We find that neither London nor New York are dominant in terms of price information share, that the dominant market switches from time to time and that these switches do not appear to be very clearly linkable to macro-economic or political events.

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Year of publication:	2012-09
Authors:	Lucey, Brian ; Larkin, Charles
Institutions:	Institute for International Integration Studies (IIIS), Trinity College Dublin
Subject:	gold \| information shares

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Series:	The Institute for International Integration Studies Discussion Paper Series.
Type of publication:	Book / Working Paper
Notes:	1 pages long
Classification:	C01 - Econometrics ; F49 - Macroeconomic Aspects of International Trade and Finance. Other ; G12 - Asset Pricing ; G15 - International Financial Markets
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010781868