The impact of long-only index funds on price discovery and market performance in agricultural futures markets
[Der Einfluss von Long-only-Indexfonds auf die Preisfindung und das Marktergebnis an landwirtschaftlichen Warenterminmärkten]
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- Prehn, Sören & Glauben, Thomas & Loy, Jens-Peter & Pies, Ingo & Will, Matthias Georg, 2014. "The impact of long-only index funds on price discovery and market performance in agricultural futures markets," IAMO Discussion Papers 169081, Institute of Agricultural Development in Transition Economies (IAMO).
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Cited by:
- Svanidze, Miranda & Götz, Linde, 2019.
"Determinants of spatial market efficiency of grain markets in Russia,"
Food Policy, Elsevier, vol. 89(C).
- Svanidze, Miranda & Götz, Linde, 2019. "Determinants of spatial market efficiency of grain markets in Russia," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 89, pages 1-10.
- Steinhübel, Linda & Prehn, Sören & Brümmer, Bernhard & Pies, Ingo & Will, Matthias Georg, 2017. "The impact of index funds on grain futures markets revisited," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 261428, European Association of Agricultural Economists.
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More about this item
Keywords
agricultural futures markets; price discovery; long-only index funds; Landwirtschaftliche Warenterminmärkte; Preisbildung; Long-only-Indexfonds;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
- Q14 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Finance
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGR-2014-06-02 (Agricultural Economics)
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