Matches in SemOpenAlex for { <https://semopenalex.org/work/W2893011709> ?p ?o ?g. }
- W2893011709 abstract "This paper proposes a sparse trading model of futures prices. The model considers that nearby futures contract with liquidity plays an important role in the price recovery, and allows that far futures contract with sparse trading uses the price of nearby futures contract as a source of information. Also, it is shown whether and how liquidity may well be an influential factor for futures prices in Chinese commodity futures markets. Empirical results show strong evidence for lead-lag information transmission for fuel oil, nature rubber, and soybean, which implies sparse trading effect on futures prices." @default.
- W2893011709 created "2018-10-05" @default.
- W2893011709 creator A5052118475 @default.
- W2893011709 creator A5062570174 @default.
- W2893011709 creator A5083355417 @default.
- W2893011709 date "2018-01-01" @default.
- W2893011709 modified "2023-10-12" @default.
- W2893011709 title "Sparse Trading, Information Transmission and Futures Prices Recovery (August 2018)" @default.
- W2893011709 cites W1965071402 @default.
- W2893011709 cites W1977300082 @default.
- W2893011709 cites W2034592489 @default.
- W2893011709 cites W2052229119 @default.
- W2893011709 cites W2068629725 @default.
- W2893011709 cites W2089240053 @default.
- W2893011709 cites W2101695540 @default.
- W2893011709 cites W2121705336 @default.
- W2893011709 cites W2141186877 @default.
- W2893011709 cites W2145224101 @default.
- W2893011709 cites W2159723913 @default.
- W2893011709 cites W2161387316 @default.
- W2893011709 cites W2464719119 @default.
- W2893011709 cites W2499558369 @default.
- W2893011709 cites W2734811486 @default.
- W2893011709 cites W2787220232 @default.
- W2893011709 cites W2964333607 @default.
- W2893011709 cites W3122512457 @default.
- W2893011709 cites W3123686336 @default.
- W2893011709 doi "https://doi.org/10.1109/access.2018.2867155" @default.
- W2893011709 hasPublicationYear "2018" @default.
- W2893011709 type Work @default.
- W2893011709 sameAs 2893011709 @default.
- W2893011709 citedByCount "0" @default.
- W2893011709 crossrefType "journal-article" @default.
- W2893011709 hasAuthorship W2893011709A5052118475 @default.
- W2893011709 hasAuthorship W2893011709A5062570174 @default.
- W2893011709 hasAuthorship W2893011709A5083355417 @default.
- W2893011709 hasBestOaLocation W28930117091 @default.
- W2893011709 hasConcept C10138342 @default.
- W2893011709 hasConcept C106159729 @default.
- W2893011709 hasConcept C106306483 @default.
- W2893011709 hasConcept C149782125 @default.
- W2893011709 hasConcept C155301685 @default.
- W2893011709 hasConcept C162324750 @default.
- W2893011709 hasConcept C169871336 @default.
- W2893011709 hasConcept C183582576 @default.
- W2893011709 hasConcept C18903297 @default.
- W2893011709 hasConcept C190622953 @default.
- W2893011709 hasConcept C193326847 @default.
- W2893011709 hasConcept C206757995 @default.
- W2893011709 hasConcept C2779439359 @default.
- W2893011709 hasConcept C2983568541 @default.
- W2893011709 hasConcept C31258907 @default.
- W2893011709 hasConcept C34375142 @default.
- W2893011709 hasConcept C39389867 @default.
- W2893011709 hasConcept C39658296 @default.
- W2893011709 hasConcept C41008148 @default.
- W2893011709 hasConcept C52837651 @default.
- W2893011709 hasConcept C556758197 @default.
- W2893011709 hasConcept C64589626 @default.
- W2893011709 hasConcept C70771513 @default.
- W2893011709 hasConcept C78508483 @default.
- W2893011709 hasConcept C86803240 @default.
- W2893011709 hasConceptScore W2893011709C10138342 @default.
- W2893011709 hasConceptScore W2893011709C106159729 @default.
- W2893011709 hasConceptScore W2893011709C106306483 @default.
- W2893011709 hasConceptScore W2893011709C149782125 @default.
- W2893011709 hasConceptScore W2893011709C155301685 @default.
- W2893011709 hasConceptScore W2893011709C162324750 @default.
- W2893011709 hasConceptScore W2893011709C169871336 @default.
- W2893011709 hasConceptScore W2893011709C183582576 @default.
- W2893011709 hasConceptScore W2893011709C18903297 @default.
- W2893011709 hasConceptScore W2893011709C190622953 @default.
- W2893011709 hasConceptScore W2893011709C193326847 @default.
- W2893011709 hasConceptScore W2893011709C206757995 @default.
- W2893011709 hasConceptScore W2893011709C2779439359 @default.
- W2893011709 hasConceptScore W2893011709C2983568541 @default.
- W2893011709 hasConceptScore W2893011709C31258907 @default.
- W2893011709 hasConceptScore W2893011709C34375142 @default.
- W2893011709 hasConceptScore W2893011709C39389867 @default.
- W2893011709 hasConceptScore W2893011709C39658296 @default.
- W2893011709 hasConceptScore W2893011709C41008148 @default.
- W2893011709 hasConceptScore W2893011709C52837651 @default.
- W2893011709 hasConceptScore W2893011709C556758197 @default.
- W2893011709 hasConceptScore W2893011709C64589626 @default.
- W2893011709 hasConceptScore W2893011709C70771513 @default.
- W2893011709 hasConceptScore W2893011709C78508483 @default.
- W2893011709 hasConceptScore W2893011709C86803240 @default.
- W2893011709 hasFunder F4320321001 @default.
- W2893011709 hasLocation W28930117091 @default.
- W2893011709 hasOpenAccess W2893011709 @default.
- W2893011709 hasPrimaryLocation W28930117091 @default.
- W2893011709 hasRelatedWork W1514822116 @default.
- W2893011709 hasRelatedWork W1566107276 @default.
- W2893011709 hasRelatedWork W1967023780 @default.
- W2893011709 hasRelatedWork W1978161169 @default.
- W2893011709 hasRelatedWork W1988798870 @default.
- W2893011709 hasRelatedWork W2012449569 @default.
- W2893011709 hasRelatedWork W2014548998 @default.
- W2893011709 hasRelatedWork W2020735020 @default.
- W2893011709 hasRelatedWork W2038488824 @default.