Global price discovery in the Australian dollar market and its determinants

Pacific-Basin Finance Journal ◽

10.1016/j.pacfin.2018.01.002 ◽

2018 ◽

Vol 48 ◽

pp. 35-55 ◽

Author(s):

Fei Su ◽

Jingjing Zhang

Keyword(s):

Price Discovery ◽

Australian Dollar

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The efficiency of the information processing in the Australian dollar market: Price discovery following scheduled and unscheduled news

International Review of Financial Analysis ◽

10.1016/j.irfa.2014.01.015 ◽

2014 ◽

Vol 32 ◽

pp. 159-178 ◽

Author(s):

Lawrence Daniel ◽

Suk-Joong Kim ◽

Michael D. McKenzie

Keyword(s):

Information Processing ◽

Price Discovery ◽

Market Price ◽

Australian Dollar

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The Efficiency of the Information Processing in the Australian Dollar Market: Price Discovery Following Scheduled and Unscheduled News

SSRN Electronic Journal ◽

10.2139/ssrn.2082297 ◽

2012 ◽

Author(s):

Suk-Joong Kim ◽

Lawrence Daniel ◽

Michael D. McKenzie

Keyword(s):

Information Processing ◽

Price Discovery ◽

Market Price ◽

Australian Dollar

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Global Price Discovery in the Australian Dollar Market and Its Determinants

SSRN Electronic Journal ◽

10.2139/ssrn.3018030 ◽

2017 ◽

Author(s):

Fei Su

Keyword(s):

Price Discovery ◽

Australian Dollar

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The Efficiency of the Information Processing in the Australian Dollar Market: Price Discovery Following Scheduled and Unscheduled News

World Scientific Studies in International Economics - Information Spillovers and Market Integration in International Finance ◽

10.1142/9789813223585_0008 ◽

2017 ◽

pp. 229-267

Author(s):

Lawrence Daniel ◽

Suk-Joong Kim ◽

Michael D. McKenzie

Keyword(s):

Information Processing ◽

Price Discovery ◽

Market Price ◽

Australian Dollar

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PRICE DISCOVERY IN THE AUSTRALIAN DOLLAR FOREIGN EXCHANGE MARKET

Economic Papers A journal of applied economics and policy ◽

10.1111/j.1759-3441.2001.tb00299.x ◽

2001 ◽

Vol 20 (S1) ◽

pp. 64-74

Author(s):

JONATHAN BATTEN ◽

WARREN HOGAN

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Exchange Market ◽

Australian Dollar

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International Real Estate Market Integration and Price Discovery: Evidence from Nonlinear Cointegration Analysis

10.15396/eres2005_232 ◽

2005 ◽

Keyword(s):

Real Estate ◽

Market Integration ◽

Price Discovery ◽

Real Estate Market ◽

Cointegration Analysis

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Price Discovery and Success Factors for Individual Stock Futures

10.2469/dig.v44.n1.21 ◽

2014 ◽

Vol 44 (1) ◽

Author(s):

Mathias Moersch

Keyword(s):

Success Factors ◽

Price Discovery

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Static-Price-Range Volatility Interruptions on the KRX : Characteristics, Price Stabilization, and Price Discovery

Asian Review of Financial Research ◽

10.37197/arfr.2017.30.2.1 ◽

2017 ◽

Vol 30 (2) ◽

pp. 103-142

Author(s):

Ilchan Ahn ◽

◽

Sung Chae La ◽

Jong-Ho Park ◽

Kyong Shik Eom

Keyword(s):

Price Discovery ◽

Price Stabilization ◽

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Fundamental News and the Behavior of Commodity Prices: Price Discovery and Jumps in U.S. Natural Gas Futures and Spot Prices

SSRN Electronic Journal ◽

10.2139/ssrn.1108702 ◽

2008 ◽

Author(s):

Song Zan Chiou-Wei ◽

Scott C. Linn ◽

Zhen Zhu

Keyword(s):

Natural Gas ◽

Price Discovery ◽

Commodity Prices ◽

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Price Discovery on Traded Long-Term Inflation Expectations in the Euro Area

SSRN Electronic Journal ◽

10.2139/ssrn.1343522 ◽

2009 ◽

Author(s):

Alexander Schulz ◽

Jelena Stapf

Keyword(s):

Euro Area ◽

Price Discovery ◽

Inflation Expectations

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