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Original Articles

Information shares in Canadian agricultural cash and futures markets

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Pages 335-338 | Received 31 May 1995, Published online: 02 Nov 2006

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G. Geoffrey Booth, Paul Brockman & Yiuman Tse. (1998) The relationship between US and Canadian wheat futures. Applied Financial Economics 8:1, pages 73-80.
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Donald Lien, Ziling Wang & Xiaojian Yu. (2020) Quantile information share under Markov regime‐switching. Journal of Futures Markets 41:4, pages 493-513.
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Sanjay Kumar SinghMukesh Kumar Jain Shoeba. (2021) Information Spillover in Indian Agricultural Commodities Market. Asia-Pacific Journal of Management Research and Innovation 16:3, pages 179-187.
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Teresa Vollmer, Helmut Herwartz & Stephan von Cramon-Taubadel. (2020) Measuring price discovery in the European wheat market using the partial cointegration approach. European Review of Agricultural Economics 47:3, pages 1173-1200.
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Neharika Sobti. (2019) Does Ban on Futures trading (de)stabilise spot volatility?. South Asian Journal of Business Studies 9:2, pages 145-166.
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Zhige Wu, Alex Maynard, Alfons Weersink & Getu Hailu. (2018) Asymmetric spot-futures price adjustments in grain markets. Journal of Futures Markets 38:12, pages 1549-1564.
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Shashi GuptaHimanshu ChoudharyD. R. Agarwal. (2018) An Empirical Analysis of Market Efficiency and Price Discovery in Indian Commodity Market. Global Business Review 19:3, pages 771-789.
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Philipp Adämmer & Martin T. Bohl. (2018) Price discovery dynamics in European agricultural markets. Journal of Futures Markets 38:5, pages 549-562.
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Sarveshwar Kumar Inani. (2017) Price Discovery and Efficiency of Indian Agricultural Commodity Futures Market: An Empirical Investigation. Journal of Quantitative Economics 16:1, pages 129-154.
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Thomas Dimpfl, Michael Flad & Robert C. Jung. (2017) Price discovery in agricultural commodity markets in the presence of futures speculation. Journal of Commodity Markets 5, pages 50-62.
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Philipp Adämmer, Martin T. Bohl & Christian Gross. (2016) Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?. Journal of Futures Markets 36:9, pages 851-869.
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Christoph Schmidhammer, Sebastian Lobe & Klaus Röder. (2014) The day the index rose 11 %: a clinical study on price discovery reversal. Review of Quantitative Finance and Accounting 46:1, pages 79-106.
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Umesh Kumar & Yiuman Tse. (2009) Single-stock futures: Evidence from the Indian securities market. Global Finance Journal 20:3, pages 220-234.
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Yiuman Tse & Grigori Erenburg. (2003) Competition For Order Flow, Market Quality, And Price Discovery In The Nasdaq 100 Index Tracking Stock. Journal of Financial Research 26:3, pages 301-318.
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