Iwatsubo et al., 2020 - Google Patents
Who influences the fundamental value of commodity futures in Japan?Iwatsubo et al., 2020
View PDF- Document ID
- 3694961614007863418
- Author
- Iwatsubo K
- Watkins C
- Publication year
- Publication venue
- International Review of Financial Analysis
External Links
Snippet
We present evidence on the asymmetric information content of six investor groups' transactions in the gold, platinum, gasoline and rubber futures markets on the Tokyo Commodity Exchange. Microstructure theory suggests that traders with superior information …
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