The Execution Cost of Trading in Commodity Futures Markets
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Bibliographic InfoArticle provided by Stanford University, Food Research Institute in its journal Food Research Institute Studies.
Volume (Year): (1987)
Issue (Month): 02 ()
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Demand and Price Analysis; International Relations/Trade;
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- 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.
- Julieta Frank & Philip Garcia, 2011. "Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches," Agricultural Economics, International Association of Agricultural Economists, vol. 42, pages 131-140, November.
- Frank, Julieta & Garcia, Philip, 2006. "Estimating Liquidity Costs in Agricultural Futures Markets using Bayesian Methods," 2006 Annual meeting, July 23-26, Long Beach, CA 21331, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- 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.
- Frank, Julieta & Garcia, Philip, 2009. "Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49575, Agricultural and Applied Economics Association.
- 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.
- 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.
- Park, Cheol-Ho & Irwin, Scott H., 2004. "The Profitability Of Technical Trading Rules In Us Futures Markets: A Data Snooping Free Test," 2004 Conference, April 19-20, 2004, St. Louis, Missouri 19011, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Carl R. Zulauf & Scott H. Irwin, 1997. "Market Efficiency and Marketing to Enhance Income of Crop Producers," Finance 9711004, EconWPA.
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