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Effective bid-ask spreads in futures versus futures options

Shah, Samarth; Brorsen, Wade; Anderson, Kim B. - In: Journal of agricultural and resource economics : JARE ; … 37 (2012) 3, pp. 455-468

Persistent link: https://www.econbiz.de/10009709620

Electronic vs. open outcry : side-by-side trading of KCBT wheat futures

Shah, Samarth; Brorsen, Wade - In: Journal of agricultural and resource economics : JARE ; … 36 (2011) 1, pp. 48-62

Persistent link: https://www.econbiz.de/10009231956

Are liquidity costs higher in options markets or in futures markets?

Shah, Samarth; Brorsen, Wade - In: Applied financial economics 23 (2013) 7/9, pp. 701-708

Persistent link: https://www.econbiz.de/10009750634

Electronic vs. Open Outcry : Side-by-Side Trading of KCBT Wheat Futures

Shah, Samarth - 2010

This study compares liquidity costs of electronic and open outcry hard red winter wheat futures contracts traded side-by-side on the Kansas City Board of Trade. Liquidity costs are considerably lower in the electronic market than in the open outcry market. A new approach is used to estimate...

Persistent link: https://www.econbiz.de/10013135740

Optimal length of moving average to forecast futures basis

Hatchett, Robert B.; Brorsen, Wade; Anderson, Kim B. - In: Journal of agricultural and resource economics : JARE ; … 35 (2010) 1, pp. 18-33

Persistent link: https://www.econbiz.de/10003971393

Profit margin hedging

Kim, Hyun Seok; Brorsen, Wade; Anderson, Kim B. - In: American journal of agricultural economics 92 (2010) 3, pp. 638-653

Persistent link: https://www.econbiz.de/10009508349

Using basis, futures price, and futures price spread as barometers for storage decisions

Siaplay, Mounir; Adam, Brian D.; Brorsen, Wade; … - In: International journal of economics and finance 4 (2012) 5, pp. 15-24

Persistent link: https://www.econbiz.de/10009616430

Determining returns to storage : does data aggregation matter?

Klumpp, Joni M.; Brorsen, Wade; Anderson, Kim B. - In: Journal of agricultural and applied economics 39 (2007) 3, pp. 571-579

Persistent link: https://www.econbiz.de/10003676751

Gender differences in marketing styles

Cunningham, Lewis T.; Brorsen, Wade; Anderson, Kim B.; … - In: Agricultural economics : the journal of the … 38 (2008) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10003642871

Cash marketing styles and performance persistence

Cunningham, Lewis T.; Brorsen, Wade; Anderson, Kim B. - In: American journal of agricultural economics 89 (2007) 3, pp. 624-636

Persistent link: https://www.econbiz.de/10003514991