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The Execution Cost of Trading in Commodity Futures Markets

Author

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

Abstract

No abstract is available for this item.

Suggested Citation

  • Thompson, Sarahelen R. & Waller, Mark L., 1987. "The Execution Cost of Trading in Commodity Futures Markets," Food Research Institute Studies, Stanford University, Food Research Institute, vol. 20(2), pages 1-24.
    • Handle: RePEc:ags:frisst:135898
    DOI: 10.22004/ag.econ.135898
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    File URL: https://ageconsearch.umn.edu/record/135898/files/fris-1987-20-02-042.pdf
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    Citations

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    Cited by:

    1. 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, September.
    2. Carl R. Zulauf & Scott H. Irwin, 1998. "Market Efficiency and Marketing to Enhance Income of Crop Producers," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 20(2), pages 308-331.
    3. Pennings, Joost M.E. & Garcia, Philip & Marsh, Julia W., 2003. "Futures Market Depth: Revealed Vs. Perceived Price Order Imbalances," 2003 Conference, April 21-22, 2003, St. Louis, Missouri 18989, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    4. 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.
    5. Colling, Phil L. & Irwin, Scott H., 1989. "The Reaction Of Live Hog Futures Prices To Usda Hogs And Pigs Reports," 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana 270490, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6. Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2021. "Corporate Bond Market Distress," Staff Reports 957, Federal Reserve Bank of New York.
    7. Xiaoyang Wang & Philip Garcia & Scott H. Irwin, 2014. "The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 96(2), pages 557-577.
    8. 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.
    9. 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.
    10. Zulauf, Carl & Kim, Sanghyo, 2020. "U.S. Market Net Return and Risk to Storing Corn and Soybeans, 1974–2017," Journal of the ASFMRA, American Society of Farm Managers and Rural Appraisers, vol. 2020.

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