Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?

Adämmer P, Bohl MT, Groß C

Cite as

Adämmer, P., Bohl, M., & Groß, C. (2016). Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?. Journal of Futures Markets, 36(9), 851–869.

Details

Publication type
Research article (journal)

Peer reviewed
Yes

Publication status
Published

Year
2016

Journal
Journal of Futures Markets

Volume
36

Issue
9

Start page
851

End page
869

Language
English

ISSN
0270-7314

DOI
https://doi.org/10.1002/fut.21760