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Who Wins and Who Loses? Trader Returns and Risk Premiums in Agricultural Futures Markets

Moran, Nicole M.; Irwin, Scott H.; Garcia, Philip - In: Applied Economic Perspectives and Policy 42 (2020) 4, pp. 611-652

Persistent link: https://www.econbiz.de/10012272177

Are Corn Futures Prices Getting “Jumpy”?

Couleau, Anabelle; Serra, Teresa; Garcia, Philip - In: American Journal of Agricultural Economics 102 (2020) 2, pp. 569-588

Persistent link: https://www.econbiz.de/10012272237

Microstructure Noise and Realized Variance in the Live Cattle Futures Market

Couleau, Anabelle; Serra, Teresa; Garcia, Philip - In: American Journal of Agricultural Economics 101 (2018) 2, pp. 563-578

Persistent link: https://www.econbiz.de/10012274558

Measuring price discovery between nearby and deferred contracts in storable and nonstorable commodity futures markets

Hu, Zhepeng; Mallory, Mindy; Serra, Teresa; Garcia, Philip - In: Agricultural Economics 51 (2020) 6, pp. 825-840

Persistent link: https://www.econbiz.de/10012408416

Resilience in “Flash Events” in the Corn and Lean Hog Futures Markets

He, Xinyue; Serra, Teresa; Garcia, Philip - In: American Journal of Agricultural Economics 103 (2020) 2, pp. 743-764

Persistent link: https://www.econbiz.de/10012408441

The Value of USDA Announcements in the Electronically Traded Corn Futures Market : A Modified Sufficient Test with Risk Adjustments

Huang, Joshua; Serra, Teresa; Garcia, Philip - In: Journal of Agricultural Economics 72 (2021) 3, pp. 712-734

Persistent link: https://www.econbiz.de/10012536410

The components of the bid‐ask spread : Evidence from the corn futures market

Shang, Quanbiao; Mallory, Mindy; Garcia, Philip - In: Agricultural Economics 49 (2018) 3, pp. 381-393

Persistent link: https://www.econbiz.de/10012087624

Looking under the surface : An analysis of iceberg orders in the U.S. agricultural futures markets

Shang, Quanbiao; Serra, Teresa; Garcia, Philip; … - In: Agricultural Economics 52 (2021) 4, pp. 679-699

Persistent link: https://www.econbiz.de/10012634248

To batch or not to batch? The release of USDA crop reports

Huang, Joshua; Serra, Teresa; Garcia, Philip; Irwin, … - In: Agricultural Economics 53 (2021) 1, pp. 143-154

Persistent link: https://www.econbiz.de/10012634267

Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files

Aulerich, Nicole M.; Irwin, Scott H.; Garcia, Philip - National Bureau of Economic Research (NBER) - 2013

The "Masters Hypothesis" is the claim that unprecedented buying pressure from new financial index investors created a massive bubble in agricultural futures prices at various times in recent years. This paper analyzes the market impact of financial index investment in agricultural futures...

Persistent link: https://www.econbiz.de/10010969324