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isPartOf:"Discussion paper / The University of Western Australia, Business School, Economics"
~isPartOf:"Global finance journal"
~isPartOf:"Journal of emerging market finance"
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Discussion paper / The University of Western Australia, Business School, Economics
Global finance journal
Journal of emerging market finance
Energy economics
75
The journal of futures markets
27
IEA Energy Prices and Taxes Statistics
17
Econometric Institute research papers
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1
Informational linkage and price discovery between China's futures and spot markets : evidence from the US-China trade dispute
Chen, Xiangyu
;
Tongurai, Jittima
- In:
Global finance journal
55
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014248647
Saved in:
2
Information content of implicit spot prices embedded in single stock future prices : evidence from Indian market
Pathak, Rajesh
;
Verousis, Thanos
;
Chauhan, Yogesh
- In:
Journal of emerging market finance
16
(
2017
)
2
,
pp. 169-187
Persistent link: https://www.econbiz.de/10011875593
Saved in:
3
Asian spot prices for LNG other energy commodities
Alim, Abdullahi
;
Hartley, Peter Reginald
;
Lan, Yihui
-
2015
Persistent link: https://www.econbiz.de/10011413799
Saved in:
4
The future of long-term LNG contracts
Hartley, Peter Reginald
-
2013
Persistent link: https://www.econbiz.de/10009761963
Saved in:
5
Analysis of DJIA, S&P 500, S&P 400, NASDAQ 100 and Russell 2000 ETFs and their influence on price discovery
Ivanov, Stoyu I.
;
Jones, Frank Joseph
;
Zaima, Janis K.
- In:
Global finance journal
24
(
2013
)
3
,
pp. 171-187
Persistent link: https://www.econbiz.de/10010345909
Saved in:
6
The impact of stock index futures on the Turkish spot market
Çaǧlayan, Ebru
- In:
Journal of emerging market finance
10
(
2011
)
1
,
pp. 73-91
Persistent link: https://www.econbiz.de/10009154410
Saved in:
7
The Japanese yen futures returns, spot returns, and the risk premium
Inci, Ahmet Can
- In:
Global finance journal
18
(
2008
)
3
,
pp. 385-399
Persistent link: https://www.econbiz.de/10003711945
Saved in:
8
An empirical investigation of the lead-lag relations of returns and volatilities among the KOSPI200 spot, futures and options markets and their explanations
Kang, Jangkoo
;
Chang, Joo Lee
;
Soon, Hee Lee
- In:
Journal of emerging market finance
5
(
2006
)
3
,
pp. 235-261
Persistent link: https://www.econbiz.de/10003439994
Saved in:
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