| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5089387 | Journal of Banking & Finance | 2013 | 10 Pages |
Abstract
⺠We examine liquidity commonality in commodity futures markets. ⺠Liquidity commonality was present in 1997-2003 and during the recent price boom. ⺠There is some support for both “supply-side” and “demand-side” explanations. ⺠There is no evidence of a consistent link between stock and commodity liquidity.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Ben R. Marshall, Nhut H. Nguyen, Nuttawat Visaltanachoti,