Price discovery in the Chinese gold market
This study conducts price discovery analysis in the Chinese gold market. Our results indicate that Chinese gold market price discovery occurs predominantly in the futures market. The result is robust to numerous different measures of price discovery, namely, information share, component share, and i...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley-Liss Inc.
2018
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |