Appendix available here: "https://ssrn.com/abstract=3381004" https://ssrn.com/abstract=3381004.We examine the design and effectiveness of the 4pm Fix, the most important benchmark in FX markets, using a unique dataset of trader identified orderbook data from an inter- dealer venue. We propose...

The Fix for precious metals is a global pricing benchmark that provides pricing and liquidity provision for market participants. We exploit the gradual change in the century old auction process to quantify the efficiencies related to more transparent pricing for several precious metals. Our...

Purpose – The purpose of this paper is to develop a product variety multi‐market study in the auto industry and to conduct a benchmarking analysis of the practical findings against the theoretical ones obtained in a European Community Research Project (Intelligent Logistics for Innovative...