Price Discovery in Agricultural Markets
In this study, we empirically analyze the contribution of futures markets to the price discovery process for seven agricultural commodities using the generalized information share proposed by Lien and Shrestha (2014) and component share based on the permanent-temporary decomposition proposed by Gonz...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Pompea College of Business
2020-05-01
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| Series: | American Business Review |
| Subjects: | |
| Online Access: | https://digitalcommons.newhaven.edu/cgi/viewcontent.cgi?article=1089&context=americanbusinessreview |