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The Execution Cost of Trading in Commodity Futures Markets

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  • Thompson, Sarahelen R.
  • Waller, Mark L.

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File URL: http://purl.umn.edu/135898
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Bibliographic Info

Article provided by Stanford University, Food Research Institute in its journal Food Research Institute Studies.

Volume (Year): (1987)
Issue (Month): 02 ()
Pages:

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Handle: RePEc:ags:frisst:135898

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Related research

Keywords: Demand and Price Analysis; International Relations/Trade;

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Cited by:
  1. Frank, Julieta & Garcia, Philip, 2007. "Measuring Liquidity Costs in Agricultural Futures Markets," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37572, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  2. Julieta Frank & Philip Garcia, 2010. "Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(1), pages 209-225.
  3. Cheol-Ho Park & Scott H. Irwin, 2007. "What Do We Know About The Profitability Of Technical Analysis?," Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 786-826, 09.
  4. Park, Cheol-Ho & Irwin, Scott H., 2005. "The Profitability of Technical Trading Rules in US Futures Markets: A Data Snooping Free Test," AgMAS Project Research Reports 14771, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  5. Carl R. Zulauf & Scott H. Irwin, 1997. "Market Efficiency and Marketing to Enhance Income of Crop Producers," Finance 9711004, EconWPA.

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