The behavior of bid-ask spreads in the electronically-traded corn futures market
Year of publication: |
2014
|
---|---|
Authors: | Wang, Xiaoyang ; García, Philip ; Irwin, Scott H. |
Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 96.2014, 2, p. 557-577
|
Subject: | commodity index funds | electronic corn futures market | liquidity costs | observed bid-ask spread | USDA reports | Geld-Brief-Spanne | Bid-ask spread | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Maismarkt | Maize market | Warenbörse | Commodity exchange | Liquidität | Liquidity | Transaktionskosten | Transaction costs | Mais | Maize |
-
Lehecka, Georg V., (2014)
-
A tale of two contracts : examining the behavior of bid-ask spreads of corn futures in China
Li, Miao, (2023)
-
Cash- futures price relationships : guides to corn marketing
Karlson, Nicholas, (1993)
- More ...
-
Is the corn futures market noisier? : the impact of high frequency quoting
Wang, Xiaoyang, (2020)
-
Lehecka, Georg V., (2014)
-
Bubbles, Food Prices, and Speculation : Evidence from the Cftc's Daily Large Trader Data Files
Aulerich, Nicole, (2013)
- More ...