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Bid‐Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets

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References

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Cited by

2013The Behavior of Bid‐Ask Spreads in the Electronically‐Traded Corn Futures Market45 cited
2020Measuring the effect of investor sentiment on liquidity33 cited

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2019Price Discovery in Agricultural Futures Markets: Should We Look beyond the Best Bid‐Ask Spread?29 cited

2010Electronic vs. Open Outcry: Side-by-Side Trading of KCBT Wheat Futures28 cited