Comparison of Liquidity Costs between the Kansas City and Chicago Wheat Futures Contracts

The objectives of this study were to: (a) quantify differences in liquidity costs between Kansas City and Chicago wheat futures contracts, and (b) identify the factors which influence liquidity in these two markets. Regression results suggest that there are significant differences in liquidity costs...

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Bibliographic Details
Main Authors: Sarahelen R. Thompson, James S. Eales, David Seibold
Format: Article
Language:English
Published: Western Agricultural Economics Association 1993-12-01
Series:Journal of Agricultural and Resource Economics
Subjects:
Online Access:https://ageconsearch.umn.edu/record/30965