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- Title
MARGIN REQUIREMENTS AND FUTURES ACTIVITY: EVIDENCE FROM THE SOYBEAN AND CORN MARKETS.
- Authors
Adrangi, Bahram; Chatrath, Arjun
- Abstract
Investigates the impact of margin requirements on the trading activity and volatility in commodity futures markets in the United States. Demand for futures contracts with time varying liquidity costs; Daily price, volume, open interest, margins data and bimonthly commitment of traders data from soybean and corn markets; Tests for endogeneity.
- Subjects
UNITED States; COMMODITY futures; MARGINS (Futures trading); LIQUIDITY (Economics); SOYBEAN industry; CORN industry; MARGIN requirements
- Publication
Journal of Futures Markets, 1999, Vol 19, Issue 4, p433
- ISSN
0270-7314
- Publication type
Article
- DOI
10.1002/(SICI)1096-9934(199906)19:4<433::AID-FUT3>3.0.CO;2-A