Implied Transaction Costs in Agricultural Futures Markets
Frank, Julieta M.
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Permalink
https://hdl.handle.net/2142/83006
Description
Title
Implied Transaction Costs in Agricultural Futures Markets
Author(s)
Frank, Julieta M.
Issue Date
2008
Doctoral Committee Chair(s)
Garcia, Philip
Department of Study
Agricultural and Consumer Economics
Discipline
Agricultural and Consumer Economics
Degree Granting Institution
University of Illinois at Urbana-Champaign
Degree Name
Ph.D.
Degree Level
Dissertation
Keyword(s)
Economics, Finance
Language
eng
Abstract
The combined research leads to a more comprehensive understanding of market behavior. We show that implied transactions costs do exist, at times are large, and are not easy to estimate, but careful examination of the data and selection of procedures can shed light on their magnitude and patterns of behavior. Accurately measured and understood transaction costs can then be used by traders, exchanges, researchers, and policy makers to develop a better understanding of markets and to make appropriate decisions.
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