Commentary about the article "The risk of asymmetric information on the liquidity of agricultural commodities futures contracts"/Comentarios acerca do artigo "O risco de informacao assimetrica sobre a liquidez dos contratos futuros de commodities agricolas"

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 t...

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Published inRevista Brasileira de Financas Vol. 21; no. 2; p. 101
Main Authors Cruz, Jose Cesar, Junior, Capitani, Daniel Henrique Dario, Silva, Renato Moraes, Silveira, Rodrigo Lanna Franco da
Format Journal Article
LanguagePortuguese
Published Sociedade Brasileira de Financas 01.04.2023
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Summary: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.
ISSN:1679-0731