London or New York: where and when does the gold price originate?

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...

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Veröffentlicht in:	Applied economics letters 2013-05, Vol.20 (8), p.813-817
Hauptverfasser:	Lucey, Brian M., Larkin, Charles, O'Connor, Fergal A.
Format:	Artikel
Sprache:	eng
Schlagworte:	COMEX England Gold Gold market Gold price Gold trade information share LBMA Macroeconomics New York U.S.A United Kingdom
Online-Zugang:	Volltext
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