Matches in SemOpenAlex for { <https://semopenalex.org/work/W4366000361> ?p ?o ?g. }
Showing items 1 to 99 of
99
with 100 items per page.
- W4366000361 endingPage "806" @default.
- W4366000361 startingPage "792" @default.
- W4366000361 abstract "Abstract Contracts that expire in January, May, and September attract the most trading activity for corn futures in China. Contracts that mature in other months are thinly traded, even when they are the closest to maturity. In this paper, we examine and compare the behavior and determinants of the bid–ask spreads (BASs) of active and inactive contracts using the best bid offer data set. We show that both the magnitude and volatility of BAS for inactive contracts exhibit U‐shaped patterns, whereas active contracts' BAS increase only near their expiration. Inactive contracts are also of low liquidity risk after introducing market makers. On the basis of the simultaneous equation model, we find that BAS responds negatively to volume and positively to volatility and order imbalance. The impacts are larger in inactive contracts. Moreover, introducing market makers to inactive contracts is conducive to attracting trading and lowering trading costs." @default.
- W4366000361 created "2023-04-17" @default.
- W4366000361 creator A5014390459 @default.
- W4366000361 creator A5042982232 @default.
- W4366000361 creator A5063036358 @default.
- W4366000361 date "2023-04-15" @default.
- W4366000361 modified "2023-09-26" @default.
- W4366000361 title "A tale of two contracts: Examining the behavior of bid–ask spreads of corn futures in China" @default.
- W4366000361 cites W1547506455 @default.
- W4366000361 cites W1966179084 @default.
- W4366000361 cites W1990273663 @default.
- W4366000361 cites W1993419582 @default.
- W4366000361 cites W2001899002 @default.
- W4366000361 cites W2019884518 @default.
- W4366000361 cites W2024025332 @default.
- W4366000361 cites W2028995298 @default.
- W4366000361 cites W2043881376 @default.
- W4366000361 cites W2050031929 @default.
- W4366000361 cites W2075551449 @default.
- W4366000361 cites W2082764104 @default.
- W4366000361 cites W2093362178 @default.
- W4366000361 cites W2103674819 @default.
- W4366000361 cites W2109437759 @default.
- W4366000361 cites W2112352537 @default.
- W4366000361 cites W2117178635 @default.
- W4366000361 cites W2128903968 @default.
- W4366000361 cites W2143321150 @default.
- W4366000361 cites W2237035728 @default.
- W4366000361 cites W2529884931 @default.
- W4366000361 cites W2800258332 @default.
- W4366000361 cites W2887662877 @default.
- W4366000361 cites W2903152633 @default.
- W4366000361 cites W2963752212 @default.
- W4366000361 cites W3016133521 @default.
- W4366000361 cites W3121280562 @default.
- W4366000361 cites W3121291268 @default.
- W4366000361 cites W3123059484 @default.
- W4366000361 cites W3124464506 @default.
- W4366000361 cites W3146892028 @default.
- W4366000361 doi "https://doi.org/10.1002/fut.22411" @default.
- W4366000361 hasPublicationYear "2023" @default.
- W4366000361 type Work @default.
- W4366000361 citedByCount "0" @default.
- W4366000361 crossrefType "journal-article" @default.
- W4366000361 hasAuthorship W4366000361A5014390459 @default.
- W4366000361 hasAuthorship W4366000361A5042982232 @default.
- W4366000361 hasAuthorship W4366000361A5063036358 @default.
- W4366000361 hasConcept C10138342 @default.
- W4366000361 hasConcept C106159729 @default.
- W4366000361 hasConcept C106306483 @default.
- W4366000361 hasConcept C144133560 @default.
- W4366000361 hasConcept C162324750 @default.
- W4366000361 hasConcept C17744445 @default.
- W4366000361 hasConcept C182306322 @default.
- W4366000361 hasConcept C183582576 @default.
- W4366000361 hasConcept C191935318 @default.
- W4366000361 hasConcept C199539241 @default.
- W4366000361 hasConcept C2776299251 @default.
- W4366000361 hasConcept C2983622608 @default.
- W4366000361 hasConcept C556758197 @default.
- W4366000361 hasConcept C76281924 @default.
- W4366000361 hasConcept C90329073 @default.
- W4366000361 hasConcept C91602232 @default.
- W4366000361 hasConceptScore W4366000361C10138342 @default.
- W4366000361 hasConceptScore W4366000361C106159729 @default.
- W4366000361 hasConceptScore W4366000361C106306483 @default.
- W4366000361 hasConceptScore W4366000361C144133560 @default.
- W4366000361 hasConceptScore W4366000361C162324750 @default.
- W4366000361 hasConceptScore W4366000361C17744445 @default.
- W4366000361 hasConceptScore W4366000361C182306322 @default.
- W4366000361 hasConceptScore W4366000361C183582576 @default.
- W4366000361 hasConceptScore W4366000361C191935318 @default.
- W4366000361 hasConceptScore W4366000361C199539241 @default.
- W4366000361 hasConceptScore W4366000361C2776299251 @default.
- W4366000361 hasConceptScore W4366000361C2983622608 @default.
- W4366000361 hasConceptScore W4366000361C556758197 @default.
- W4366000361 hasConceptScore W4366000361C76281924 @default.
- W4366000361 hasConceptScore W4366000361C90329073 @default.
- W4366000361 hasConceptScore W4366000361C91602232 @default.
- W4366000361 hasIssue "6" @default.
- W4366000361 hasLocation W43660003611 @default.
- W4366000361 hasOpenAccess W4366000361 @default.
- W4366000361 hasPrimaryLocation W43660003611 @default.
- W4366000361 hasRelatedWork W1531540333 @default.
- W4366000361 hasRelatedWork W1562581669 @default.
- W4366000361 hasRelatedWork W2024207643 @default.
- W4366000361 hasRelatedWork W2077022916 @default.
- W4366000361 hasRelatedWork W2087647780 @default.
- W4366000361 hasRelatedWork W2153785348 @default.
- W4366000361 hasRelatedWork W2364464803 @default.
- W4366000361 hasRelatedWork W3121694482 @default.
- W4366000361 hasRelatedWork W3126021345 @default.
- W4366000361 hasRelatedWork W3152304303 @default.
- W4366000361 hasVolume "43" @default.
- W4366000361 isParatext "false" @default.
- W4366000361 isRetracted "false" @default.
- W4366000361 workType "article" @default.