Intraday liquidity in soybean complex futures markets
Thomas A.P. de Boer, Cornelis Gardebroek, Joost M.E. Pennings, Andres Trujillo-Barrera
| Year of publication: |
2022
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|---|---|
| Authors: | Boer, Thomas A. P. de ; Gardebroek, Cornelis ; Pennings, Joost M. E. ; Trujillo-Barrera, Andres |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 7, p. 1189-1211
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| Subject: | commodity markets | futures markets | limit-order-book | liquidity spillovers | Sojabohne | Soybean | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative | Derivat | Derivative | Liquidität | Liquidity | Rohstoffmarkt | Commodity market | Spillover-Effekt | Spillover effect | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22325 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013287941