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isPartOf:"The journal of futures markets"
~language:"eng"
~subject:"Announcement effect"
~subject:"Estimation theory"
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Announcement effect
Estimation theory
Commodity exchange
250
Warenbörse
250
USA
184
United States
184
Theorie
67
Theory
67
Derivat
50
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50
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39
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31
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31
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30
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30
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26
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Elam, Emmett
2
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1
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1
Cai, Jun
1
Cheung, Stephen Y. L.
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The journal of futures markets
American journal of agricultural economics
7
Applied economics letters
3
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3
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3
Agricultural economics : the journal of the International Association of Agricultural Economists
2
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of forest economics : JFE
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1
What moves the gold market?
Cai, Jun
;
Cheung, Stephen Y. L.
;
Wong, Michael C. S.
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 257-278
Persistent link: https://www.econbiz.de/10001556711
Saved in:
2
Estimating time-varying optimal hedge ratios on futures markets
Myers, Robert J.
- In:
The journal of futures markets
20
(
2000
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10001447798
Saved in:
3
Conditional dynamics and optimal spreading in the precious metals futures markets
Wahab, Mamoud S.
- In:
The journal of futures markets
15
(
1995
)
2
,
pp. 131-136
Persistent link: https://www.econbiz.de/10001178573
Saved in:
4
The informational content of USDA crop reports : impacts on uncertainty and expectations in grain futures markets
McNew, Kevin Patrick
- In:
The journal of futures markets
14
(
1994
)
4
,
pp. 475-492
Persistent link: https://www.econbiz.de/10001169790
Saved in:
5
The effects of USDA reports in futures and options markets
Fortenbery, T. Randall
- In:
The journal of futures markets
13
(
1993
)
2
,
pp. 157-173
Persistent link: https://www.econbiz.de/10001141888
Saved in:
6
Do futures markets react efficiently to predictable errors in government announcements?
Runkle, David E.
- In:
The journal of futures markets
12
(
1992
)
6
,
pp. 635-643
Persistent link: https://www.econbiz.de/10001133907
Saved in:
7
Two-step testing procedure for price discovery role of futures prices
Quan, Jing
- In:
The journal of futures markets
12
(
1992
)
2
,
pp. 139-149
Persistent link: https://www.econbiz.de/10001124224
Saved in:
8
An empirical test for parities between metal prices at the LME
Franses, Philip Hans
- In:
The journal of futures markets
11
(
1991
)
6
,
pp. 729-736
Persistent link: https://www.econbiz.de/10001116050
Saved in:
9
Price discovery and cointegration for live hogs
Schroeder, Ted C.
- In:
The journal of futures markets
11
(
1991
)
6
,
pp. 685-696
Persistent link: https://www.econbiz.de/10001116058
Saved in:
10
Estimating time-varying optimal hedge ratios on futures markets
Myers, Robert J.
- In:
The journal of futures markets
11
(
1991
)
1
,
pp. 39-53
Persistent link: https://www.econbiz.de/10001101543
Saved in:
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