returns and volatility allow to influence pairs of assets, and derive several case studies linking commodities to stocks …

Market makers have to continuously set bid and ask quotes for the stocks they have under consideration. Hence they face …

This article assesses the cross-market linkages between commodities, stocks and bonds in a cointegration framework …

strong impact of the policy measures on the production, procurement, stocks and trade. We detected several market distortions … storage losses for rice (10%) than for wheat (2%). Strong crowding out effects of the public stocks on private stocks and … negative impact of export restrictions on private ending stocks was found. Total exports are highly distorted by the trade …

The aim of this article is to briefly review and make new studies of correlations and co-movements of stocks, so as to … of Allez and Bouchaud 2011: the average correlation between stocks increases throughout the day. We then use … be used in identifying potential pairs of stocks for “pairs trade”. …

measures for single stocks and multiple assets. The proposed measures involve weighted durations, i.e. times necessary to sell … (buy) a predetermined volume or value of stocks. As such, they capture dependencies between intra-trade durations … of selected stocks. …