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Are Corn and Soybean Options Too Expensive?
Urcola, Hernan A.; Irwin, Scott H. - 2006
A growing body of recent evidence suggests that premiums for financial options might be too high. For agricultural options, market participants often make similar claims, however there is very limited scientific literature to prove or disprove such claims. This research investigates the...
Persistent link: https://www.econbiz.de/10009442979
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THE EFFECTS OF FUTURES TRADING BY LARGE HEDGE FUNDS AND CTAS ON MARKET VOLATILITY
Holt, Bryce R.; Irwin, Scott H. - 2000
This study uses the newly available data from the CFTC to investigate the market impact of futures trading by large hedge funds and CTAs. Regression results show that there is a positive relationship between the trading volume of large hedge funds and CTAs and market volatility. However, a...
Persistent link: https://www.econbiz.de/10009443005
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THE PERFORMANCE OF AGRICULTURAL MARKET ADVISORY SERVICES IN MARKETING WHEAT
Jirik, Mark A.; Irwin, Scott H.; Good, Darrel L.; … - NCR-134 Conference on Applied Commodity Price Analysis, … - 2000
The purpose of this paper is to investigate the performance of agricultural market advisory services in marketing wheat … advisory service recommendations for wheat are available from the AgMAS Project for the 1995, 1996, 1997 and 1998 marketing … performance measures for overlapping and non-overlapping adjacent marketing years. In general, the predictability results provide …
Persistent link: https://www.econbiz.de/10005344113
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THE EFFECTS OF FUTURES TRADING BY LARGE HEDGE FUNDS AND CTAS ON MARKET VOLATILITY
Holt, Bryce R.; Irwin, Scott H. - NCR-134 Conference on Applied Commodity Price Analysis, … - 2000
This study uses the newly available data from the CFTC to investigate the market impact of futures trading by large hedge funds and CTAs. Regression results show that there is a positive relationship between the trading volume of large hedge funds and CTAs and market volatility. However, a...
Persistent link: https://www.econbiz.de/10005807878
Cover Image
Are Corn and Soybean Options Too Expensive?
Urcola, Hernan A.; Irwin, Scott H. - NCR-134 Conference on Applied Commodity Price Analysis, … - 2006
A growing body of recent evidence suggests that premiums for financial options might be too high. For agricultural options, market participants often make similar claims, however there is very limited scientific literature to prove or disprove such claims. This research investigates the...
Persistent link: https://www.econbiz.de/10005525106