A tale of two contracts : examining the behavior of bid-ask spreads of corn futures in China
Year of publication: |
2023
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Authors: | Li, Miao ; Xiong, Tao ; Li, Ziran |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 6, p. 792-806
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Subject: | bid-ask spread | corn futures market | liquidity cost | simultaneous equation model | Geld-Brief-Spanne | Bid-ask spread | China | Derivat | Derivative | Transaktionskosten | Transaction costs | Liquidität | Liquidity | Maismarkt | Maize market | Rohstoffderivat | Commodity derivative |
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