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

被引：31

作者：

Lucey, Brian M. ^{[1
,2
,3
]}

Larkin, Charles ^{[1
,2
,4
]}

O'Connor, Fergal A. ^{[1
,2
]}

机构：

[1] Trinity Coll Dublin, Sch Business, Dublin 2, Ireland

[2] Trinity Coll Dublin, Inst Int Integrat Studies, Dublin 2, Ireland

[3] Glasgow Caledonian Univ, Glasgow Sch Business, Glasgow G4 0BA, Lanark, Scotland

[4] Cardiff Metropolitan Univ, Cardiff Sch Management, Cardiff CF5 2YB, S Glam, Wales

来源：

APPLIED ECONOMICS LETTERS | 2013年 / 20卷 / 08期

关键词：

gold; information share; COMEX; LBMA; C01; F49; G12; G15; DISCOVERY;

D O I：

10.1080/13504851.2012.748175

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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.

引用

页码：813 / 817

页数：5

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