Market Depth in Lean Hog and Live Cattle Futures Markets
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References listed on IDEAS
- Julieta Frank & Philip Garcia, 2011.
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- Martinez, Valeria & Gupta, Paramita & Tse, Yiuman & Kittiakarasakun, Jullavut, 2011. "Electronic versus open outcry trading in agricultural commodities futures markets," Review of Financial Economics, Elsevier, vol. 20(1), pages 28-36, January.
More about this item
KeywordsBayesian MCMC; lean hog futures; liquidity cost; live cattle futures; market depth; market microstructure; Agricultural Finance;
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