New paper published in Agricultural Economics, "The components of the bid-ask spread: evidence from the corn futures market." Co-authored with Quanbiao Shang and Phil Garcia. The paper was from Quanbiao's master's thesis. H*ck of a thesis! I do a full post summarizing our findings soon.
Super cool. Taking the 'black box' problem out of #rstats programming. Can't wait to try it out! ViewPipeSteps https://twitter.com/dataandme/status/970747283494068224