Purpose – This paper aims to examine the price impact of block trades for FTSE 100 firms. Design/methodology/approach – Using event studies a sample of 1.6 million block purchases and 1.2 million block sales over the time period 1998-2005 is analysed. Findings – Once block price effects...

Purpose – This paper aims to examine the price impact of block trades for FTSE 100 firms. Design/methodology/approach – Using event studies a sample of 1.6 million block purchases and 1.2 million block sales over the time period 1998‐2005 is analysed. Findings – Once block price effects...

Purpose – The paper seeks to estimate agricultural commodity supply response at three levels of aggregation namely, all commodities, food commodities and exports commodities. Design/methodology/approach – The study used cointegration and error correction modelling techniques with the aid of...

Purpose – The purpose of this paper is to determine the relationship between inflation, inflation uncertainty, growth and growth uncertainty for Australia. Design/methodology/approach – Multivariate EGARCH models has been used to estimate the relationship between inflation, inflation...

Addresses whether the grain quality factors used by the Federal Grain Inspection Service of the US Department of Agriculture in determining the quality grades of wheat exported by the USA including test weight, dockage, moisture content, percentage of foreign material, percentage of shrunken and...

Present some empirical evidence on long-run Purchasing Power Parity (PPP) using a sample of annual data covering the period 1900-1987. Three exchange rates are used in the analysis: the dollar, yen and French franc against the pound. It is shown that PPP does hold in the long run and that is...

Purpose – The paper seeks to estimate agricultural commodity supply response at three levels of aggregation namely, all commodities, food commodities and exports commodities. Design/methodology/approach – The study used cointegration and error correction modelling techniques with the aid of...