Price discovery in thinly traded futures markets : how thin is too thin?
Year of publication: |
September 2016
|
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Authors: | Adämmer, Philipp ; Bohl, Martin T. ; Gross, Christian |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 9, p. 851-869
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Subject: | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Informationswert | Information value | Kointegration | Cointegration | Terminbörse | Futures exchange | Frankfurt (Main) | Deutschland | Germany |
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