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Return dynamics during periods of high speculation in a thinly traded commodity market

Bohl, Martin T.; Stefan, Martin - In: Journal of Futures Markets 40 (2019) 1, pp. 145-159

This article studies the effects of speculation in a thinly traded commodity futures market, paying particular …

Persistent link: https://www.econbiz.de/10012428738

Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?

Adämmer, Philipp; Bohl, Martin T.; Gross, Christian - Center for Quantitative Economics (CQE), … - 2015

futures markets. For this purpose, we investigate the price discovery process of two thinly traded agricultural futures …, especially for thinly traded markets. …

Persistent link: https://www.econbiz.de/10011277251