Intraday liquidity in soybean complex futures markets-Reference-Cited by-同舟云学术

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Intraday liquidity in soybean complex futures markets

Published:2022-04-05 Issue:7 Volume:42 Page:1189-1211
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:Journal of Futures Markets

Author:

de Boer Thomas A. P.¹,Gardebroek Cornelis¹,Pennings Joost M. E.²³⁴,Trujillo‐Barrera Andres⁵^ORCID

Affiliation:

1. Agricultural Economics and Rural Policy Group Wageningen University Wageningen The Netherlands

2. Marketing and Consumer Behaviour Group Wageningen University Wageningen The Netherlands

3. Department of Finance and MSCM Maastricht University Maastricht The Netherlands

4. Office for Futures and Options Research University of Illinois at Urbana‐Champaign Urbana Illinois USA

5. Department of Agricultural Economics and Rural Sociology University of Idaho Moscow Idaho USA

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22325

Reference54 articles.

1. Asset pricing with liquidity risk

2. Depth Characteristics for the Electronic Futures Limit Order Book

3. How should liquidity be measured?

4. Liquidity and Asset Prices

5. Price Discovery in Agricultural Futures Markets: Should We Look beyond the Best Bid‐Ask Spread?

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3. Are Chinese live hog futures useful hedging tools?;Applied Economics;2024-03

4. Maximum order size and market quality: Evidence from a natural experiment in commodity futures markets;Journal of Futures Markets;2024-02-22

5. The impact of deviations from soybean product crushing estimates on return and risk;Agricultural Economics;2024-01-18

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