The order flow cost of index rolling in commodity futures markets
Scott H. Irwin, Dwight R. Sanders, Lei Yan
| Year of publication: |
2023
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| Authors: | Irwin, Scott H. ; Sanders, Dwight R. ; Yan, Lei |
| Published in: |
Applied economic perspectives and policy. - Hoboken, NJ : Wiley, ISSN 2040-5804, ZDB-ID 2529839-2. - Vol. 45.2023, 2, p. 1025-1050
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| Subject: | commodity | electronic trading | financialization | futures | index | order flow | roll | spread | Rohstoffderivat | Commodity derivative | Elektronisches Handelssystem | Electronic trading | Derivat | Derivative | Index-Futures | Index futures | Index | Index number | Marktmikrostruktur | Market microstructure | Warenbörse | Commodity exchange |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/aepp.13297 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014315487