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The estimation of transaction costs in arbitrage models

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  • Spiller, Pablo T.
  • Wood, Robert O.

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 39 (1988)
Issue (Month): 3 (November)
Pages: 309-326

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Handle: RePEc:eee:econom:v:39:y:1988:i:3:p:309-326

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Web page: http://www.elsevier.com/locate/jeconom

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Cited by:
  1. Ankamah-Yeboah, Isaac, 2012. "Spatial Price Transmission in the Regional Maize Markets in Ghana," MPRA Paper 49720, University Library of Munich, Germany.
  2. Padilla-Bernal, Luz E. & Thilmany, Dawn D. & Loureiro, Maria L., 2001. "Tradability And Market Equilibrium For U.S.-Mexico Fresh Tomatoes," 2001 Annual Meeting, July 8-11, 2001, Logan, Utah 36142, Western Agricultural Economics Association.
  3. Coleman, Andrew, 2007. "The pitfalls of estimating transactions costs from price data: Evidence from trans-Atlantic gold-point arbitrage, 1886-1905," Explorations in Economic History, Elsevier, Elsevier, vol. 44(3), pages 387-410, July.
  4. Larson, Donald F. & Sarris, Alexander, 2009. "The performance of Bulgarian food markets during reform," Policy Research Working Paper Series 4876, The World Bank.
  5. Andrew Coleman, 2007. "The pitfalls of estimating transactions costs from price data: evidence from trans-Atlantic gold-point arbitrage, 1886-1905," Reserve Bank of New Zealand Discussion Paper Series DP2007/07, Reserve Bank of New Zealand.
  6. Javier Escobal D’Angelo, 2001. "Costos de transacción en la agricultura peruana: una primera aproximación a su medición e impacto," Documentos de Investigación, Grupo de Análisis para el Desarrollo (GRADE) dt30, Grupo de Análisis para el Desarrollo (GRADE).
  7. Kleit, Andrew N., 2001. "Defining electricity markets: an arbitrage cost approach," Resource and Energy Economics, Elsevier, vol. 23(3), pages 259-270, July.
  8. Andrew Coleman, 2007. "A model of spatial arbitrage with transport capacity constraints and endogenous transport prices," Reserve Bank of New Zealand Discussion Paper Series DP2007/05, Reserve Bank of New Zealand.
  9. Li, Raymond & Leung, Guy C.K., 2011. "The integration of China into the world crude oil market since 1998," Energy Policy, Elsevier, vol. 39(9), pages 5159-5166, September.
  10. Goodwin, Barry K. & Grennes, Thomas J. & Craig, Lee A., 2002. "Mechanical Refrigeration and the Integration of Perishable Commodity Markets," Explorations in Economic History, Elsevier, Elsevier, vol. 39(2), pages 154-182, April.
  11. Negassa, Asfaw & Myers, Robert & Gabre-Madhin, Eleni Z., 2004. "Grain marketing policy changes and spatial efficiency of maize and wheat markets in Ethiopia," MTID discussion papers 66, International Food Policy Research Institute (IFPRI).
  12. Goodwin, Barry K. & Piggott, Nicholas E., 1999. "Spatial Market Integration In The Presence Of Threshold Effects," 1999 Annual meeting, August 8-11, Nashville, TN 21489, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  13. Mutambatsere, Emelly & Mabaya, Edward T. & Christy, Ralph D., 2006. "Integration and Equilibrium of Maize Markets in Southern Africa: A SADC Sub-regional Assessment," Working Papers 127056, Cornell University, Department of Applied Economics and Management.
  14. Andrew Kleit & James Reitzes, 2008. "The effectiveness of FERC’s transmission policy: is transmission used efficiently and when is it scarce?," Journal of Regulatory Economics, Springer, vol. 34(1), pages 1-26, August.
  15. Padilla-Bernal, Luz E. & Thilmany, Dawn D. & Loureiro, Maria L., 2003. "An Empirical Analysis of Market Integration and Efficiency for U.S. Fresh Tomato Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(03), December.
  16. Aisabokhae, Ruth A. & Bizimana, Jean-Claude, 2012. "Market Extent for Bioenergy Products: An Analysis Using Weekly Price Data," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association 125282, Agricultural and Applied Economics Association.
  17. Kleit, Andrew N. & Palsson, Halldor P., 1999. "Horizontal concentration and anticompetitive behavior in the central Canadian cement industry: testing arbitrage cost hypotheses," International Journal of Industrial Organization, Elsevier, Elsevier, vol. 17(8), pages 1189-1202, November.

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