Bid–ask spreads in commodity futures markets
نویسندگان
چکیده
منابع مشابه
Bid - Ask Spreads in Commodity Futures Markets
Issues of recent interest and controversy regarding bid-ask spreads in commodity futures markets are investigated. First we apply competing spread estimators to open outcry transactions data and compare resulting estimates to observed spreads. This enables market microstructure researchers, regulators, exchange officials, and traders the opportunity to evaluate the usefulness and accuracy of bi...
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ژورنال
عنوان ژورنال: Applied Financial Economics
سال: 2004
ISSN: 0960-3107,1466-4305
DOI: 10.1080/0960310042000284669