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Measuring price discovery in agricultural markets. (2016). Pavlova, Evgenia ; von Cramon-Taubadel, Stephan.
In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
RePEc:ags:aaea16:235866.

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  1. Dynamic price discovery in the European wheat market based on the concept of partial cointegration. (2018). von Cramon-Taubadel, S ; Vollmer, T.
    In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia.
    RePEc:ags:iaae18:276031.

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References

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  61. Does the Bund dominate price discovery in Euro bond futures? Examining information shares. (2010). Menkhoff, Lukas ; Fricke, Christoph.
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  63. The Informational Content of Trades on the EuroMTS Platform.. (2008). Girardi, Alessandro.
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  64. Liquidity commonality beyond best prices: Indian evidence. (). Dixit, Alok ; Vipul, ; Tripathi, Abhinava.
    In: Journal of Asset Management.
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