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Testing the law of one price when trade takes time
9 references·16 citing·45 second hop
Testing the law of one price when trade takes time (1990)Testing the law of one price when trade t…Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained From Financial Market Data (1986)Statistical Properties of Gen…Two-step two-stage least squares estimation in models with rational expectations (1983)Two-step two-stage least squa…Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Stochastic Consumption, Risk …Purchasing power parity and exchange rates : theory, evidence and relevance (1982)Purchasing power parity and e…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…International finance and trade (1979)International finance and tra…Some empirical evidence on commodity arbitrage and the law of one price (1978)Some empirical evidence on co…How Far Can We Push The "Law of One Price"? (1976)How Far Can We Push The "Law …Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition (1974)Hedonic Prices and Implicit M…Price Transmission in Agricultural Markets (2021)Price Transmission in Agricul…Fighting Uncertainty with Uncertainty (2015)Fighting Uncertainty with Unc…Trade Costs and Deviations from the Law of One Price (2010)Trade Costs and Deviations fr…The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach (2008)The Commodity Terms of Trade,…Some pitfalls in testing the law of one price in commodity markets (2008)Some pitfalls in testing the …Price transmission and market integration: vertical and horizontal price linkages for salmon (2007)Price transmission and market…Tests For Market Integration and the Law of One Price: The Market For Whitefish in France (2004)Tests For Market Integration …Price relationships in the petroleum market: an analysis of crude oil and refined product prices (2003)Price relationships in the pe…Hedging foreign currency, freight, and commodity futures portfolios—A note (2002)Hedging foreign currency, fre…CAUSALITY AND PRICE DISCOVERY: AN APPLICATION OF DIRECTED ACYCLIC GRAPHS (2002)CAUSALITY AND PRICE DISCOVERY…Chapter 17 Spatial price analysis (2001)Chapter 17 Spatial price anal…Should the Law of One Price be Pushed Away? Evidence from International Commodity Markets (2000)Should the Law of One Price b…Hedging Multiple Price Uncertainty in International Grain Trade (2000)Hedging Multiple Price Uncert…Spatial price dynamics and integration in russian food markets (1999)Spatial price dynamics and in…The Principles of Exchange Rate Determination in an International Finance Experiment (1997)The Principles of Exchange Ra…Purchasing power parity yet again: evidence from spatially separated commodity markets (1994)Purchasing power parity yet a…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Statistical analysis of cointegration vectors (1988)Price Formation and Market Integration on the European First-hand Market for Whitefish (2005)Market Integration of Fish in Europe (2009)U.S. Shrimp Market Integration (2012)Asset Prices in an Exchange Economy (1978)Specification Tests in Econometrics (1978)The equity premium: A puzzle (1985)Risk premiums in the term structure (1989)Small sample bias properties of the system GMM estimator in dynamic panel data models (2006)Government Spending, Corruption and Economic Growth (2016)Expectations and Exchange Rate Dynamics (1976)The Purchasing-Power-Parity Theory of Exchange Rates: A Review Article (Theorie de la parite des pouvoirs d'achat des taux de change: une etude) (La teoria de los tipos de cambio basados en la paridad del poder adquisitivo: Articulo de repaso) (1976)Does the Law of One Price Really Hold for Commodity Prices? 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this work references cited by second hop

References

  • 1974Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition10,715 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
  • 1976How Far Can We Push The "Law of One Price"?564 cited
  • 1986Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained From Financial Market Data305 cited
  • 1978Some empirical evidence on commodity arbitrage and the law of one price296 cited
  • 1983Two-step two-stage least squares estimation in models with rational expectations274 cited
  • 1979International finance and trade161 cited
  • 1982Purchasing power parity and exchange rates : theory, evidence and relevance135 cited

Cited by

  • 2003Price relationships in the petroleum market: an analysis of crude oil and refined product prices166 cited
  • 2004Tests For Market Integration and the Law of One Price: The Market For Whitefish in France138 cited
  • 2008The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach123 cited
  • 2001Chapter 17 Spatial price analysis113 cited
  • 2000Hedging Multiple Price Uncertainty in International Grain Trade

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91 cited
  • 2007Price transmission and market integration: vertical and horizontal price linkages for salmon87 cited
  • 2002CAUSALITY AND PRICE DISCOVERY: AN APPLICATION OF DIRECTED ACYCLIC GRAPHS84 cited
  • 2021Price Transmission in Agricultural Markets74 cited
  • 1997The Principles of Exchange Rate Determination in an International Finance Experiment71 cited
  • 1999Spatial price dynamics and integration in russian food markets66 cited
  • 1994Purchasing power parity yet again: evidence from spatially separated commodity markets45 cited
  • 2008Some pitfalls in testing the law of one price in commodity markets42 cited
  • 2002Hedging foreign currency, freight, and commodity futures portfolios—A note37 cited
  • 2000Should the Law of One Price be Pushed Away? Evidence from International Commodity Markets13 cited
  • 2010Trade Costs and Deviations from the Law of One Price12 cited
  • 2015Fighting Uncertainty with Uncertainty3 cited