Perceptions of Futures Market Liquidity: An Empirical Study of CBOT and CME Traders

J.W. Marsh, J.M.E. Pennings, P. Garcia

Research output: Chapter in Book/Report/Conference proceedingChapterAcademicpeer-review

1 Citation (Scopus)
Original languageEnglish
Title of host publicationDebt, Risk and Liquidity in Futures Markets
EditorsB.A. Goss
Place of PublicationLondon and New York
Number of pages240
ISBN (Print)9780415400015
Publication statusPublished - 2007


  • Liquidity
  • Market depth
  • Market microstructure
  • Trader behavior/perceptions

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