Adaemmer, P. Bohl, M. (2018). Price discovery dynamics in European agricultural markets. J. Futures Markets 38 (5). PP 549–562.
Bernstein, J. (2009). Commodities ETFs: Diversification and hedging. ETFzonde.com, Published: Thursday, September 3, 2009, Retrieved: December 22.
Blanco, R., Brennan, S., and Marsh, I.W., (2005). An Empirical Analysis of the Dynamic Relationship between Investment-Grade Bonds and Credit Default Swaps. Journal of Finance, Vol 60, PP 2255-2281.
Bollen, N. O’Neill, M. Whaley, R. (2017). Tail wags dog: Intraday price discovery inVIX markets. J. Futures Markets 37 (5), PP 431–451.
Booth, G. G., So, R. W., & Tse, Y. (1999). Price discovery in the German equity index derivatives markets. Journal of Futures Markets, 19(6), 619-643.
Chen, Y. Tsai, W. (2017). Determinants of price discovery in the VIX futures market. J. Empirical Finan. 43, PP 59–73.
Choi, H., Leatham, D.J., Sukcharoen, K. (2015), Oil Price Forecasting Using Crack Spread Futures and Oil Exchange Traded Funds. Contemporary Economics, 9(1), 29-44.fv
Chu, Q. C., Hsieh, W. L. G., & Tse, Y. (1999). Price discovery on the S&P 500 index markets: An analysis of spot index, index futures, and SPDRs.International Review of Financial Analysis, 8(1), 21-34.
De Jong, F., & Donders, M. W. (1998). Intraday lead-lag relationships between the futures-, options and stock market. European Finance Review, 1(3), PP 337-359.
Fleming, J., Ostdiek, B., & Whaley, R. E. (1996). Trading costs and the relative rates of price discovery in stock, futures, and option markets. Journal of Futures Markets, 16(4), 353-387.
Futures Markets 38 (5). PP 549–562.
Gonzalo, J. Granger, C. (1995). Estimation of Common Long-Memory omponents in Cointegrated Systems. Journal of Business and Economic Statistics, Vol 13, PP 27-35.
Hasbrouck, J., (1995). One Security, Many Markets: Determining the Contribution to Price Discovery. Journal of Finance, 50, PP 1175-1199.
Hauptfleisch, M. Putnins, T. Lucey, B. (2016). Who sets the price of gold? London orNew York. J. Futures Markets 36 (6), PP 564–586.
Ivanov, S. I. (2013). The influence of ETFs on the price discovery of gold, silver and oil. Journal of Economics and Finance, 37(3). PP 453-462.
Jin, M. et al. (2018). Price discovery in the Chinese gold market. J.Futures Markets 38 (10). PP 1262–1281.
Kapar, B. Olmo, J. (2019). An analysis of price discovery between Bitcoin futures and spot markets,
Economics Letters,
Vol 174, PP 62-64
Kaur, P. Singh, J. (2019). Price Formation in Indian Gold Market: Analyzing the role of Gold Exchange Traded Funds (ETFs) against Spot and Futures Market. IIBM Management Review, 32. PP 52-74.
Kumar, U. Tse, Y. (2009). Single-stock futures: Evidence from the Indian securities market. Global Finance Journal 20. PP 220–234
Mallika M, Sulphey M. Gold Exchange Traded Fund - Price Discovery and Performance Analysis. Scientific Annals of Economics and Business. 2018, 65 (4): 477-195.
Narend, S. Thenmozhi, M. (2013). Performance and Price Discovery of Gold Exchange Traded Funds. Available at: http://dx.doi.org/10.2139/ssrn.2370337 (Accessed 18 June 2014).
Ozdurak C, Ulusoy, (2020). Price Discovery in Crude Oil Markets: Intraday Volatility Interactions between Crude Oil Futures and Energy Exchange Traded Funds. International Journal of Energy Economics and Policy 10(3). PP402-413.
Purohit H, Malhotra N. (2015). Pricing Efficiency & Performance of Exchange Traded Funds in India. The IUP Journal of Applied Finance, 21(3).
Shrestha, K. (2014). Price discovery in energy markets. Energy Econ. 45, PP 229–233.
Tang, H., Xu, E.X. (2016), Tracking performance of leveraged energy exchange-traded funds. Journal of Derivatives, 23. PP 37-60.
Tehran Stock Exchange (TSE). 2018. Investigating the industry of Exchange Traded Funds in reliable stock exchanges and the capital market of Iran. Available at Web site https://new.tse.ir (verified August 2018).
Tse, Y. Xiang, J. (2005). Market quality and price discovery: Introduction of the E-mini energy futures Global Finance Journal, vol 16, PP 164–179.
)