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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

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

Marketing performance of Oklahoma farmers

Anderson, Kim B.; Brorsen, Wade - In: American journal of agricultural economics 87 (2005) 5, pp. 1265-1270

Persistent link: https://www.econbiz.de/10003270591

Market inversion in commodity futues prices

Yoon, Byung-sam; Brorsen, Wade - In: Journal of agricultural and applied economics 34 (2002) 3, pp. 459-476

Persistent link: https://www.econbiz.de/10001769472

Why have the returns to technical analysis decreased?

Kidd, Willis V.; Brorsen, Wade - In: Journal of economics & business 56 (2004) 3, pp. 159-176

Persistent link: https://www.econbiz.de/10002084199

A relaxed lattice option pricing model : implied skewness and kurtosis

Ji, Dasheng; Brorsen, Wade - In: Agricultural finance review 69 (2009) 3, pp. 268-283

Persistent link: https://www.econbiz.de/10003919645