Intraday market effects in electronic soybean futures market during non-trading and trading hour announcements
Year of publication: |
March 2018
|
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Authors: | Joseph, Kishore ; García, Philip |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 11, p. 1188-1202
|
Subject: | USDA reports | intraday volatility | price discovery | market efficiency | Volatilität | Volatility | Sojabohne | Soybean | Effizienzmarkthypothese | Efficient market hypothesis | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative | Wertpapierhandel | Securities trading |
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