Price discovery in agricultural futures markets : should we look beyond the best bid-ask spread?
Mehdi Arzandeh and Julieta Frank
| Year of publication: |
2019
|
|---|---|
| Authors: | Arzandeh, Mehdi ; Frank, Julieta |
| Published in: |
American journal of agricultural economics. - Hoboken, NJ : Wiley, ISSN 1467-8276, ZDB-ID 2026345-4. - Vol. 101.2019, 5, p. 1482-1498
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| Subject: | Commodity markets | electronic trading | futures markets | information share | limit orderbook | market microstructure | price discovery | Marktmikrostruktur | Market microstructure | Rohstoffderivat | Commodity derivative | Geld-Brief-Spanne | Bid-ask spread | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ajae/aaz001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012115735