Trading Activity and Rate of Convergence in Commodity Futures Markets. Issue 9 (14th December 2016)
- Record Type:
- Journal Article
- Title:
- Trading Activity and Rate of Convergence in Commodity Futures Markets. Issue 9 (14th December 2016)
- Main Title:
- Trading Activity and Rate of Convergence in Commodity Futures Markets
- Authors:
- Bosch, David
Pradkhan, Elina - Abstract:
- Abstract : We analyze whether and how the trading activity of different trader types impacts the rate of convergence between spot and futures markets for a broad range of commodity futures markets over the 1999–2014 period. There is strong evidence that speculators (commodity index traders) increase (reduce) the rate of convergence between spot and futures markets. © 2016 Wiley Periodicals, Inc. Jrl Fut Mark 37:930–938, 2017
- Is Part Of:
- Journal of futures markets. Volume 37:Issue 9(2017)
- Journal:
- Journal of futures markets
- Issue:
- Volume 37:Issue 9(2017)
- Issue Display:
- Volume 37, Issue 9 (2017)
- Year:
- 2017
- Volume:
- 37
- Issue:
- 9
- Issue Sort Value:
- 2017-0037-0009-0000
- Page Start:
- 930
- Page End:
- 938
- Publication Date:
- 2016-12-14
- Subjects:
- Commodity exchanges -- Periodicals
Foreign exchange futures -- Periodicals
332.632 - Journal URLs:
- http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1096-9934 ↗
http://www.interscience.wiley.com/jpages/0270-7314 ↗
http://onlinelibrary.wiley.com/ ↗ - DOI:
- 10.1002/fut.21831 ↗
- Languages:
- English
- ISSNs:
- 0270-7314
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 4986.910000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 2941.xml