Maximum order size and market quality : evidence from a natural experiment in commodity futures markets
Kun Peng, Zhepeng Hu, Michel A. Robe
| Year of publication: |
2024
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|---|---|
| Authors: | Peng, Kun ; Hu, Zhepeng ; Robe, Michel A. |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 44.2024, 5, p. 803-825
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| Subject: | calendar spreads | grains and oilseeds | liquidity | order size limits | volatility | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Getreide | Grain | Wertpapierhandel | Securities trading | Ölfrucht | Oil crops |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22494 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014536686