Rapeesorn Fuangkasem

Thammasat University - Thammasat Business School

2 Prachan Road

Pra Nakorn

Bangkok, Bangkok 10200

Thailand

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Scholarly Papers (1)

1.

Information Transmission Among World Major Gold Futures Markets: Evidence from High Frequency Synchronous Trading Data

Number of pages: 23 Posted: 19 Aug 2012
Rapeesorn Fuangkasem, Pornchai Chunhachinda and Sarayut Nathaphan
Thammasat University - Thammasat Business School, Thammasat University and Mahidol University International College (MUIC)
Downloads 118 (150,861)

Abstract:

Gold futures, Information transmission, Price discovery, High frequency synchronous trading data, Informationally linked markets