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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
Persistent link: https://www.econbiz.de/10012189093
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Measurement errors in index trader positions data : Is the price pressure hypothesis still invalid?
Bohl, Martin T.; Branger, Nicole; Trede, Mark - In: Applied Economic Perspectives and Policy 44 (2021) 3, pp. 1534-1553
Persistent link: https://www.econbiz.de/10012632258
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Price discovery dynamics in European agricultural markets
Adämmer, Philipp; Bohl, Martin T. - In: Journal of Futures Markets 38 (2018) 5, pp. 549-562
Persistent link: https://www.econbiz.de/10012082093
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Information transmission under increasing political tensions—Evidence from the Berlin Produce Exchange 1887–1896
Bohl, Martin T.; Pütz, Alexander; Siklos, Pierre L.; … - In: Journal of Futures Markets 41 (2020) 2, pp. 226-244
Persistent link: https://www.econbiz.de/10012406803