Market Behavior and Price Discovery in Indian Agriculture Commodity Market

2012 ◽  
Vol 3 (3) ◽  
pp. 157-163 ◽  
Author(s):  
Isha Chhajed ◽  
Sameer Mehta ◽  
Indu Bhargava
Keyword(s):  
Price Discovery ◽  
Commodity Market ◽  
Market Behavior ◽  
Indian Agriculture

An analysis of time-varying commodity market price discovery

2018 ◽  
Vol 57 ◽  
pp. 122-133 ◽  
Author(s):  
Paresh Kumar Narayan ◽  
Susan Sunila Sharma
Keyword(s):  
Price Discovery ◽  
Market Price ◽  
Commodity Market ◽  
Time Varying

scholarly journals A Study on Commodity Market Behaviour, Price Discovery and Its Factors

2012 ◽  
Author(s):  
Shobana T. ◽  
Abhishek Dilipkumar Solanki ◽  
Mihir Dash
Keyword(s):  
Price Discovery ◽  
Commodity Market ◽  
Market Behaviour

Major Currency ETFs and Their Associated Spot and Futures Rates

2017 ◽  
Vol 20 (04) ◽  
pp. 1750026
Author(s):  
Chaiyuth Padungsaksawasdi ◽  
Ali Parhizgari
Keyword(s):  
Financial Crisis ◽  
Direct Investment ◽  
Futures Markets ◽  
Price Discovery ◽  
Exchange Traded Funds ◽  
Market Behavior ◽  
Currency Markets ◽  
Currency Exchange ◽  
Stable Conditions ◽  
Financial Crisis Of 2008

To find a substitute vehicle for a direct investment in currencies, we study the behaviors of six major currency exchange-traded funds (ETFs) and their respective spot and futures markets prior to and during the financial crisis of 2008. Our findings indicate that currency ETFs are near-perfect substitutes for a direct investment in currencies. We observe statistically significant differences in market behavior from the non-crisis subperiod to the crisis subperiod. Notwithstanding these differences, the price discovery of both the spot and the futures currency markets relative to their associated ETFs is overwhelming, consistent, and, to a large extent, similar. Under more stable conditions, the spot and the futures currency markets possess more dominant informational positions relative to their corresponding ETF markets.

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