This study compares liquidity costs of electronic and open-outcry wheat futures contractstraded side-by-side on the … Kansas City Board of Trade. Liquidity costs are considerablylower in the electronic market. Liquidity costs in the electronic ….Price volatility and transaction size are positively related to liquidity costs, while a negativerelation is found between daily volume …

This study compares liquidity costs and other characteristics of electronic and open outcry hard red winter wheat … futures contracts traded on the Kansas City Board of Trade. Liquidity costs are considerably lower in the electronic market … than in the open outcry market. A new approach is used to estimate liquidity costs which eliminates bias resulting from …

In recent years a substantial amount of literature in one way or another deals with liquidity. The interest in it grows … measures of liquidity and publish them in the regular reports. But as in literature, there is still no consensus as what … liquidity really means and how it should be measured, or reported, understood or predicted, as the consistent summary of what …

and degrades liquidity and overall quality of execution of regular trades. …

better through telemetry, automation, and networking. This discussion reviews for the first time the status of the now two …

programs, as is the lack of automation of DR systems. Most DR activities are manual and require people to first receive … notifications, and then act on the information to execute DR strategies. Levels of automation in DR can be defined as follows … demand response automation communications technologies known as Automated Demand Response (Auto-DR). In 2007, LBNL worked …