Microstructure and high-frequency price discovery in the soybean complex

Xinquan Zhou (1) , Guillaume Bagnarosa (2, 3) , Alexandre Gohin (4) , Joost M.E. Pennings (5, 6, 7) , Philippe Debie (5, 8)

1 DCU - Dublin City University [Dublin]
2 ESC Rennes School of Business
3 INRAE - Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement
4 INRAE Transfert Environnement [Narbonne]
5 WUR - Wageningen University and Research [Wageningen]
6 Maastricht University [Maastricht]
7 University of Illinois [Springfield]
8 Wageningen Economic Research

Domaines: Economies et finances

Xinquan Zhou, Guillaume Bagnarosa, Alexandre Gohin, Joost M.E. Pennings, Philippe Debie. Microstructure and high-frequency price discovery in the soybean complex. Journal of Commodity Markets, 2023, 30, pp.100314. ⟨10.1016/j.jcomm.2023.100314⟩. ⟨hal-04059421⟩