## Abstract The paper conducts a regression analysis utilizing both futures and cash market prices and net orderflow to determine where price discovery takes place as well as the forces at play that influence the location. Specifically, given the strong theoretical linkage between the U.S. Treasury
Market quality and price discovery: Introduction of the E-mini energy futures
β Scribed by Yiuman Tse; Ju Xiang
- Book ID
- 116511780
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 167 KB
- Volume
- 16
- Category
- Article
- ISSN
- 1044-0283
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