Concentration and Liquidity Costs in Emerging Commodity Exchanges

Geraldo Costa Jr; Andres Trujillo-Barrera; Joost M. E. Pennings

Concentration and Liquidity Costs in Emerging Commodity Exchanges

Geraldo Costa Jr^*, Andres Trujillo-Barrera, Joost M. E. Pennings

^*Corresponding author for this work

Research output: Contribution to journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	441-456
Number of pages	16
Journal	Journal of Agricultural and Resource Economics
Volume	43
Issue number	3
Publication status	Published - Sep 2018

Keywords

bid-ask spread
volatility
volume
BID-ASK SPREADS
SEQUENTIAL INFORMATION ARRIVAL
FUTURES MARKETS
WHEAT FUTURES
FRAGMENTATION
VARIANCE
VOLUME
MODEL
PERFORMANCE
COMPETITION

Access to Document

http://www.waeaonline.org/UserFiles/file/JARE43.3September20188Costa441-456.pdf

Cite this

Costa Jr, G., Trujillo-Barrera, A., & Pennings, J. M. E. (2018). Concentration and Liquidity Costs in Emerging Commodity Exchanges. Journal of Agricultural and Resource Economics, 43(3), 441-456. http://www.waeaonline.org/UserFiles/file/JARE43.3September20188Costa441-456.pdf

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title = "Concentration and Liquidity Costs in Emerging Commodity Exchanges",

keywords = "bid-ask spread, volatility, volume, BID-ASK SPREADS, SEQUENTIAL INFORMATION ARRIVAL, FUTURES MARKETS, WHEAT FUTURES, FRAGMENTATION, VARIANCE, VOLUME, MODEL, PERFORMANCE, COMPETITION",

author = "{Costa Jr}, Geraldo and Andres Trujillo-Barrera and Pennings, {Joost M. E.}",

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language = "English",

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T1 - Concentration and Liquidity Costs in Emerging Commodity Exchanges

AU - Costa Jr, Geraldo

AU - Trujillo-Barrera, Andres

AU - Pennings, Joost M. E.

N1 - data source: B3 FTP system

PY - 2018/9

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KW - bid-ask spread

KW - volatility

KW - volume

KW - BID-ASK SPREADS

KW - SEQUENTIAL INFORMATION ARRIVAL

KW - FUTURES MARKETS

KW - WHEAT FUTURES

KW - FRAGMENTATION

KW - VARIANCE

KW - VOLUME

KW - MODEL

KW - PERFORMANCE

KW - COMPETITION

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SP - 441

EP - 456

JO - Journal of Agricultural and Resource Economics

JF - Journal of Agricultural and Resource Economics

SN - 1068-5502

IS - 3

ER -