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Our data says that the document:

Mindy, Mallory ; Philip, Garcia ; Quanbiao, Shang ; Teresa, Serra. (2021) Looking under the surface: An analysis of iceberg orders in the U.S. agricultural futures markets.
In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:4:p:679-699.

Full description at Econpapers

cites:

Wang, G. H., & Yau, J. (2000). Trading volume, bid–ask spread, and price volatility in futures markets. Journal of Futures Markets: futures, Options, and Other Derivative Products, 20(10), 943–970.

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