SSRNTrading, Microstructure & Execution
Is Liquidity Provision Informative? Evidence From Agricultural Futures Markets
A study of the Chicago Mercantile Exchange's futures markets shows that aggressive trades and limit orders significantly contribute to price discovery, with most limit orders providing uninformed liquidity.
Featured in No. 45 on 17 Apr 2024 · · 2 citations today
- Released
- 15 Feb 2024
- First featured
- No. 45 · 17 Apr 2024
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4795329
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