A nonparametric search for information effects from USDA reports
Year of publication: |
January 2015
|
---|---|
Authors: | Dorfman, Jeffrey H. ; Karali, Berna |
Published in: |
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association. - Bozeman, Mont. [u.a.], ISSN 1068-5502, ZDB-ID 1121874-5. - Vol. 40.2015, 1, p. 124-143
|
Subject: | futures markets | information value | nonparametric tests | USDA reports | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Informationswert | Information value |
-
When does USDA information have the most impact on crop and livestock markets?
Isengildina-Massa, Olga, (2021)
-
The changing role of USDA inventory reports in livestock markets
Karali, Berna, (2019)
-
A Nonparametric Search for Information Effects from USDA Reports
Dorfmann, Jeffrey, (2015)
- More ...
-
Does Futures Price Volatility Differ Across Delivery Horizon?
Karali, Berna, (2009)
-
The impact of data frequency on market efficiency tests of commodity futures prices
Wu, Xuedong, (2018)
-
Delivery horizon and grain market volatility
Karali, Berna, (2010)
- More ...