Intraday liquidity in soybean complex futures markets

T.A.P. De Boer, C. Gardebroek, J.M.E. Pennings, A. Trujillo-Barrera*

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Number of pages23
JournalJournal of Futures Markets
DOIs
Publication statusE-pub ahead of print - 5 Apr 2022

Keywords

  • commodity markets
  • futures markets
  • limit-order-book
  • liquidity spillovers
  • VOLATILITY TRANSMISSION
  • ORDER BOOK
  • PRICE
  • COMMONALITY
  • ILLIQUIDITY
  • CONTAGION
  • DYNAMICS

Cite this