Trading Mechanisms in Commodities Markets
We investigate the contribution of microstructural factors in the formation of commodities prices, using a completely new set of intra-daily data from the London Metal Exchange (LME). We chose the LME because its interesting structure allows the comparison of three alternative trading mechanisms: (i...
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London School of Economics and Political Science (University of London)
2007
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.498123 |