Commentary about the article “The risk of asymmetric information about the liquidity of agricultural commodity futures contracts”
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Abstract
In this note, we comment on the limitations and precautions required to analyze how liquidity relates to asymmetric information in agricultural futures markets. Our focus is on the methods used by Ribeiro et al. (2020, Brazilian Review of Finance 18(2)), “The risk of asymmetric information on the liquidity of agricultural commodity futures contracts,” in their investigation of the influence of information asymmetry on liquidity in the Brazilian agricultural futures markets.
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