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 journalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)441-456
Number of pages16
JournalJournal of Agricultural and Resource Economics
Volume43
Issue number3
Publication statusPublished - Sep 2018

Keywords

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

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