Determinants of liquidity costs in commodity futures markets
By: Sarahelen Thompson and Mark L. Waller
Contributors: Waller, Mark L.; Columbia University. Center for the Study of Futures Markets
Series: Working paper series -- CSFM-172; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-172
Publisher: Center for the Study of Futures Markets, Columbia Business School, Columbia University
Published: 1988
Place of publication: New York
Language: eng
Number of pages: 31
Subjects: Commodity exchanges; Mathematical models; Financial futures
Notes: "May 1988."

Bibliography : p. 26-28.