Lead-lag price relationships between thinly and heavily traded commodity futures markets
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- Pierce, David A. & Haugh, Larry D., 1977. "Causality in temporal systems : Characterization and a survey," Journal of Econometrics, Elsevier, vol. 5(3), pages 265-293, May.
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- Gray, Roger W., 1960. "The Characteristic Bias in Some Thin Futures Markets," Food Research Institute Studies, Stanford University, Food Research Institute, vol. 1(3), pages 1-17.
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Keywords
future trading; futures market; Social and Behavioral Sciences;All these keywords.
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