MeasuringpatternsofpricemovementsintheTreasurybillfuturesmarket Dale,CharlesandWorkman,Rosemarie MunichPersonalRePEcArchive

Economic Futures, Stock Market, Corporate Social Responsibility, Financial vehicles, Behavioural

Typical economic theory suggests that price volatility especially the upswings in food price in the commodity market is driven by market fundamentals, i.e., the demand, supply and

Besides conducting parallel price discovery on gold spot and futures markets, we also carry out price discovery analysis across morning, afternoon, and night sessions of a trading

housing market: (i) housing rental and purchase prices co-move positively in response to productivity shocks, and (ii) the purchase price exhibits much larger volatile movements

A narrowing of the basis benefits the short hedger and a widening of the basis benefits the long hedger in a market characterized by contango – when futures price is higher

Charts represent the basic tools of technical analysis and are used to study price movements in the belief that specific patterns signal how future prices will change.. Types of

We analyze both long-run and short-run dynamic relationships between the stock market index and macroeconomic variables including inward foreign direct investments,

only be affected through the electricity market (i.e., an ordinary price effect). If, however, the GC price is between the price bounds, the producers can also influence the