✦ LIBER ✦

Bid–ask spreads in commodity futures markets

✍ Scribed by Bryant, Henry L.; Haigh *, Michael S.

Book ID: 126246672
Publisher: Taylor and Francis Group
Year: 2004
Tongue: English
Weight: 181 KB
Volume: 14
Category: Article
ISSN: 0960-3107
DOI: 10.1080/0960310042000284669

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bid-ask spreads in financial futures

✍ Paul A. Laux; A. J. Senchack Jr. 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 899 KB

2See Kamara (1988) for a discussion why price disparities between substitute goods traded in different 'For example, see Amihud and Mendelson (1987), Haller andStoll (1989), and Hasbrouck and Ho (1987). markets are due to market microstructure differences. 'Regarding the second source of bias, Roll

Utility maximization in markets with bid

Utility maximization in markets with bid–ask spreads

✍ Castañeda-Leyva, Netzahualcóyotl; Hernández-Hernández, Daniel 📂 Article 📅 2011 🏛 Taylor and Francis Group 🌐 English ⚖ 259 KB

Price clustering and bid-ask spreads in

Price clustering and bid-ask spreads in international bond futures

✍ Owain ap Gwilym; Andrew Clare; Stephen Thomas 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 92 KB

Relative performance of bid–ask spread e

Relative performance of bid–ask spread estimators: Futures market evidence

✍ Amber Anand; Ahmet K. Karagozoglu 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 157 KB

Trading volume, bid–ask spread, and pric

Trading volume, bid–ask spread, and price volatility in futures markets

✍ George H. K. Wang; Jot Yau 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 149 KB 👁 2 views

Competition, Market Structure, and Bid-A

Competition, Market Structure, and Bid-Ask Spreads in Stock Option Markets

✍ Stewart Mayhew 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 323 KB