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Cited by

• 2010Bid‐Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets56 cited
• 1992Trading noise, adverse selection, and intraday bid‐ask spreads in futures markets55 cited
• 2003Optimal contract design: For whom?53 cited
• 2004Bid–ask spreads in commodity futures markets52 cited
• 2010Electronic versus open outcry trading in agricultural commodities futures markets29 cited
• 1998Electronic Versus Open Outcry Markets: The Case of the Bund Futures Contract28 cited
• 2010Electronic vs. Open Outcry: Side-by-Side Trading of KCBT Wheat Futures28 cited
• 2015Analysis of Corporate Bond Liquidity27 cited
• 2005Market quality and price discovery: Introduction of the E-mini energy futures24 cited
• 2005Execution quality in open-outcry futures markets24 cited
• 1993Putting on the crush: Day trading the soybean complex spread23 cited