References
- Ashenfelter, O. (1989). How Auctions Work for Wine and Art. Journal of Economic Perspectives, Volume 3, Number 3, 23-36.
- Ashenfelter, O. (2008). Predicting the Prices and Quality of Bordeaux Wines. The Economic Journal, 118(June), F174–F184.
- Ashta, A. (2006). Wine Auctions: More Explanations for the Declining Price Anomaly. Journal of Wine Research, Vol. 17, No. 1, 53–62.
- Assefa, T., Meuwissen, M., Oude Lansink, A. (2015). Price Volatility Transmission in Food Supply Chains: A Literature Review. Agribusiness, Vol. 31, Issue 1, 3-13.
- Banker, R., Mitra, S., Sambamurthy, V. (2011). The Effects of Digital Trading Platforms on Commodity Prices in Agricultural Supply Chains. MIS Quarterly. Sep2011, Vol. 35, Issue 3, 599-A3.
- Cardebat, J.M., Figuet, J.M., Paroissien, E. (2014). Expert Opinion and Bordeaux Wine Prices: an Attempt to Correct Biases in Subjective Judgments. Journal of Wine Economics, 9, 282–303.
- Chung, H., Sheu, H-J, Hsu, S. (2010). Trading Platform, Market Volatility and Pricing Efficiency in the Floor-traded and E-mini Index Futures Markets. International Review of Economics and Finance, 19, 742–754.
- Czupryna, M., Oleksy, P. (2015). Rational Speculative Bubbles in Fine Wine Investment Market, Quarterly of Collegium of Socio-Economics of Warsaw School of Economics. Studia i Prace, No. 3(23).
- Daiglar, R.T., Wiley, M.K. (1999). The Impact of Trader Type on the Futures Volatility-Volume Relation. Journal of Finance, 54(6), 2297–2316.
- Dimson, E., Rousseau, P.L., Spaenjers, Ch. (2015). The Price of Wine. Journal of Financial Economics, 118, 431–449.
- Faye, B., Le Fur, E., Prat, S. (2015). Dynamics of Fine Wine and Asset Prices: Evidence from Short- and Long-run Co-movements. Applied Economics, Vol. 47, No. 29, 3059-3077.
- Hauser, S., Levy, A. (1998). Efficiency of Price Discovery in Thinly Traded Stocks: Evidence from Dual Listings in Tel Aviv and the OTC. Multinational Finance Journal, v. 2, iss. 2, 133-49.
- Hendershott, T., Madhavan, A. (2015). Click or Call? Auction Versus Search in the Over-the-counter Market. Journal of Finance, Vol. LXX, No. 1, 419-447.
- Hendershott, T, Moulton, P.C. (2008). The Shrinking New York Stock Exchange Floor and the Hybrid Market. Working paper, University of California–Berkley.
- Kourtis, A., Markellos, A.R.N., Psychoyios, D. (2012). Wine Price Risk Management: International Diversification and Derivative Instruments. International Review of Financial Analysis, 22, 30–37.
- Liao, H-C., Lee, Y-H., Suen, Y-B. (2008). Electronic Trading System and Returns Volatility in the Oil Futures Market. Energy Economics, Volume 30, Issue 5, 2636-2644.
- Madhavan, A. (2000). Market Microstructure: a Survey. Journal of Financial Markets, Volume 3, Issue 3, 205-258.
- Martinez, V., Gupta, P., Tse, Y., Kittiakarasakun, J. (2011). Electronic Versus Open Outcry Trading in Agricultural Commodities Futures Markets. Review of Financial Economics, v. 20, iss. 1, 28-36.
- Masset, P., Weisskopf, J.P. (2018). Wine Indices in Practice: Nicely Labeled but Slightly Corked. Economic Modelling 68, 555-569.
- Masset, P., Cardebat, J.M., Faye, B., Le Fur, E. (2016). Analyzing the Risk of an Illiquid Asset. The Case of Fine Wine, working paper.
- McAfee, R.P., Vincent, D. (1993). The Declining Price Anomaly. Journal of Economic Theory 60, 191-212.
- Muck, M. (2006). Where Should you Buy Your Options? The Pricing of Exchange-traded Certificates and OTC Derivatives in Germany. Journal of Derivatives, v. 14, iss. 1, 82-96.
- Muscarella, C., Piwowar, M.S. (2001). Market Microstructure and Security Values: Evidence from the Paris Bourse. Journal of Financial Markets 4, 209–229.
- Outreville, J.F. (2011). Does the Bottle Size Matter? An Investigation into Differences Between Posted and Market Price. AAWE Working Paper, No. 86.
- Perry, T. (2011). Do Informed Traders Prefer Automated Electronic Markets. Journal of Trading, Vol. 6, Issue 4, 34-44.11.
- Sanning, L.W., Shaffer, S., Sharratt, J.M. (2008). Bordeaux Wine as a Financial Investment. Journal of Wine Economics, 3, 51–71.
- Schrader, L.F. (1984). Implications of Electronic Trading for Agricultural Prices. American Journal of Agricultural Economics (66:5), 854-859.
- Tucker, M., Laipply, S. (2013). Bond Market Price Discovery: Clarity Through the Lens of an Exchange. Journal of Portfolio Management, Vol. 39, Issue 2, 49-62.
- Weaver, D., Zhou, X. (2010). The Value of the Floor. Review of Quantitative Finance & Accounting, Vol. 35 Issue 3, 221-243.