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Title:Implied Transaction Costs in Agricultural Futures Markets
Author(s):Frank, Julieta M.
Doctoral Committee Chair(s):Garcia, Philip
Department / Program:Agricultural and Consumer Economics
Discipline:Agricultural and Consumer Economics
Degree Granting Institution:University of Illinois at Urbana-Champaign
Degree:Ph.D.
Genre:Dissertation
Subject(s):Economics, Finance
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.
Issue Date:2008
Type:Text
Language:English
Description:106 p.
Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2008.
URI:http://hdl.handle.net/2142/83006
Other Identifier(s):(MiAaPQ)AAI3347384
Date Available in IDEALS:2015-09-25
Date Deposited:2008


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