COMPARISON OF LIQUIDITY COSTS BETWEEN THE KANSAS CITY AND CHICAGO WHEAT FUTURES CONTRACTS

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dc.creatorThompson, Sarahelen R.
dc.creatorEales, James S.
dc.creatorSeibold, David
dc.date2017-04-01T14:28:03Z
dc.date.accessioned2026-07-09T04:11:20Z
dc.descriptionThe 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 between Chicago and Kansas City which are in part due to the lower trading volume at Kansas City. However, there appears to be a significantly higher cost of doing business at Kansas City which is independent of trading volume. The implications of these findings to traders is that transacting is more expensive in Kansas City than in Chicago.
dc.identifierdoi:10.22004/ag.econ.30965
dc.identifierhttps://ageconsearch.umn.edu/record/30965/files/18020185.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/30965
dc.identifier.urihttp://hdl.handle.net/123456789/546134
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/30965
dc.titleCOMPARISON OF LIQUIDITY COSTS BETWEEN THE KANSAS CITY AND CHICAGO WHEAT FUTURES CONTRACTS
dc.typeText

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