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Trade Friction and Evolution Process of Price Discovery in China's Agricultural Commodity Markets

https://doi.org/10.2139/ssrn.4724901
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The impact of long-short speculators on the volatility of agricultural commodity futures prices
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The market response to government crop news under different release regimes
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The impact of the change in USDA announcement release procedures on agricultural commodity futures
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Commodity index risk premium
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Residual Risk, Trading Costs, and Commodity Futures Risk Premia:
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Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets
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Risk Aversion, Market Liquidity, and Price Efficiency
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Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets
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Production Flexibility, Stochastic Separation, Hedging, and Futures Prices
inferredcites →https://doi.org/10.1093/rfs/hhg030openalex-extracted
Price Discovery and Trading After Hours
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Wealth, Information Acquisition, and Portfolio Choice
inferredcites →https://doi.org/10.1093/rfs/hhr075openalex-extracted
Commodity Liquidity Measurement and Transaction Costs
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Economic Linkages, Relative Scarcity, and Commodity Futures Returns
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Determinants of Trader Profits in Commodity Futures Markets
inferredcites →https://doi.org/10.1093/rfs/hht078openalex-extracted
Do Dark Pools Harm Price Discovery?
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High-Frequency Trading and Price Discovery
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The Economic Impact of Index Investing
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Economic News and International Stock Market Co-movement
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MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
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EFFICIENCY TESTS OF FUTURES MARKETS FOR UK AGRICULTURAL COMMODITIES
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A Model of Financialization of Commodities
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The Intersection of Trade Policy, Price Volatility, and Food Security
inferredcites →https://doi.org/10.2139/ssrn.2732409openalex-extracted
Increasing Trends in the Excess Comovement of Commodity Prices
inferredcites →https://doi.org/10.2139/ssrn.4104154openalex-extracted
Do Spot Market Auction Data Help Price Discovery?
inferredcites →https://doi.org/10.2139/ssrn.4118221openalex-extracted
Microstructure and High-Frequency Price Discovery in the Soybean Complex
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Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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