Price discovery in spot and futures markets : a reconsideration
Erik Theissen
| Year of publication: |
2012
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|---|---|
| Authors: | Theissen, Erik |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 18.2012, 9/10, p. 969-987
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| Subject: | price discovery | futures markets | threshold error correction | common factor weights | Kointegration | Cointegration | Derivat | Derivative | Börsenkurs | Share price | Spotmarkt | Spot market | Preis | Price | Marktmikrostruktur | Market microstructure | Rohstoffderivat | Commodity derivative | Elektronisches Handelssystem | Electronic trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009691772