## Abstract This study examines the effects of large trades executed by outside customer on the prices of futures contracts traded on the Chicago Mercantile Exchange. We find that, on average, large buyerβinitiated trades have a larger permanent price impact (information effect) than large sellerβi
The intraday behavior of commodity futures prices
β Scribed by Terrence F. Martell; Ruben C. Trevino
- Publisher
- John Wiley and Sons
- Year
- 1990
- Tongue
- English
- Weight
- 641 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0270-7314
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