default author photo

Zhepeng Hu

China Agricultural University

Assistant Professor

Beijing, 100083

China

  • China Agricultural University

SCHOLARLY PAPERS

2

DOWNLOADS

576

TOTAL CITATIONS

5

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

Canary in the Coal Mine: COVID-19 and Soybean Futures Market Liquidity

Number of pages: 57 Posted: 10 Feb 2021 Last Revised: 16 Apr 2021
Kun Peng, Zhepeng Hu, Michel A. Robe and Michael Adjemian
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics, China Agricultural University, University of Richmond - E. Claiborne Robins School of Business and University of Georgia - Department of Agricultural & Applied Economics
Downloads 437 (167,002)
Citation 4

Abstract:

Loading...

COVID-19, Financial Market Liquidity, Agricultural Commodities, China, Precursor

2.

Maximum Order Size and Market Quality: Evidence from a Natural Experiment in Commodity Futures Markets

Number of pages: 51 Posted: 02 Oct 2023
Kun Peng, Zhepeng Hu and Michel A. Robe
University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics, China Agricultural University and University of Richmond - E. Claiborne Robins School of Business
Downloads 139 (534,155)
Citation 1

Abstract:

Loading...

Order size limits, Liquidity, Volatility, Calendar spreads, Corn, Soybean, Wheat