Lucey, Brian, Larkin, Charles and O'Connor, Fergal orcid.org/0000-0002-2877-8098 New York or London : Where and when does the gold price originate? Applied Economics Letters, 20. pp. 813-817. ISSN 1350-4851
Abstract
We investigate the Information Shares (ISs) of the two main centres of gold trading, over a 25-year period, using nonoverlapping 4-month windows.We find that neither London nor New York is dominant in terms of price IS, that the dominant market switches from time to time and that these switches do not appear to be very clearly linkable to macroeconomic or political events.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2013, Taylor & Francis. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details. |
Keywords: | Gold, information share, COMEX, LBMA |
Dates: |
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Institution: | The University of York |
Academic Units: | The University of York > Faculty of Social Sciences (York) > The York Management School |
Depositing User: | Dr. Fergal O'Connor |
Date Deposited: | 20 Mar 2017 10:42 |
Last Modified: | 22 Mar 2018 10:24 |
Status: | Published |
Publisher: | Taylor & Francis |
Refereed: | Yes |
Identification Number: | 10.1080/13504851.2012.748175 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:113760 |