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

Brian Lucey and Charles Larkin

The Institute for International Integration Studies Discussion Paper Series from IIIS

Abstract: We investigate the information shares of the two main centers of gold trading, over a 25 year period, using non overlapping 4 month windows. We find that neither London nor New York are dominant in terms of price information share, that the dominant market switches from time to time and that these switches do not appear to be very clearly linkable to macro-economic or political events.

Keywords: gold; information shares (search for similar items in EconPapers)
JEL-codes: C01 F49 G12 G15 (search for similar items in EconPapers)
Pages: 11
Date: 2012-09
References: View complete reference list from CitEc
Citations: View citations in EconPapers (4)

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Related works:
Journal Article: London or New York: where and when does the gold price originate? (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:iis:dispap:iiisdp410

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