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THE THEORY OF CONTRARY OPINION: A TEST USING SENTIMENT INDICES IN FUTURES MARKETS

Sanders, Dwight R.; Irwin, Scott H.; Leuthold, Raymond M. - In: Journal of Agribusiness 21 (2003) 1

The theory of contrary opinion predicts price reversals following extremes in market sentiment. This research tests a survey-based sentiment index's usefulness as a contrary indicator across 28 U.S. futures markets. Using rigorous time-series tests, the sentiment index displays only a sporadic...

Persistent link: https://www.econbiz.de/10005536747

Has the Performance of the Hog Options Market Changed?

Urcola, Hernan A.; Irwin, Scott H. - 2006

The hog option contract has served as a risk management tool for the pork industry for more than 20 years. However, very limited information exists about how this market behaves and how it was affected by the contract redesign of 1996. This paper evaluates the efficiency of hog options markets...

Persistent link: https://www.econbiz.de/10009443458

Hog Options: Contract Redesign and Market Efficiency

Urcola, Hernan A.; Irwin, Scott H. - 2010

This article tests the efficiency of the hog options market and assesses the impact of the 1996 contract redesign on efficiency. We find that the hog options market is efficient, but some options yielded excess returns during the live hogs period but not during the lean hogs period. Our findings...

Persistent link: https://www.econbiz.de/10009443770

TRACKING THE PERFORMANCE OF MARKETING PROFESSIONALS: 1995-2000 RESULTS FOR CORN AND SOYBEANS

Irwin, Scott H.; Martines-Filho, Joao; Good, Darrel L. - 2002

The purpose of this research bulletin is to summarize the pricing performance of professional market advisory services for the 1995-2000 corn and soybean crops. The pricing performance results over 1995-2000 suggest several key findings. First, advisory programs in corn do not consistently beat...

Persistent link: https://www.econbiz.de/10009444395

DO AGRICULTURAL MARKET ADVISORY SERVICES BEAT THE MARKET? EVIDENCE FROM THE CORN AND SOYBEAN MARKETS OVER 1995-1997

Irwin, Scott H.; Jackson, Thomas E.; Good, Darrel L. - 1999

by the AgMAS Project, are available for the 1995, 1996 and 1997 marketing years. Performance test results suggest that …

Persistent link: https://www.econbiz.de/10009444396

1999 PRICING PERFORMANCE OF MARKET ADVISORY SERVIVES FOR WHEAT

Martines-Filho, Joao; Good, Darrel L.; Irwin, Scott H. - 2001

The purpose of this research report is to present an evaluation of advisory service pricing performance in the 1999 crop year for wheat. Specifically, the average price received by a subscriber to an advisory service is calculated for wheat crop harvested in 1999. The average net advisory price...

Persistent link: https://www.econbiz.de/10009444397

Understanding USDA Corn and Soybean Production Forecasts: Methods, Performance and Market Impacts over 1970 - 2004

Good, Darrel L.; Irwin, Scott H. - 2005

The purpose of this report is to improve understanding of USDA crop forecasting methods, performance and market impact. A review of USDA's forecasting procedures and methodology confirmed the objectivity and consistency of the forecasting process over time. No changes in methodology occurred in...

Persistent link: https://www.econbiz.de/10009444398

THE PRICING PERFORMANCE OF MARKET ADVISORY SERVICES IN CORN AND SOYBEANS OVER 1995-2000

Good, Darrel L.; Martines-Filho, Joao; Irwin, Scott H. - 2002

the different advisory programs. These assumptions are intended to accurately depict "real-world" marketing conditions …. Several key assumptions are: i) with a few exceptions, the marketing window for a crop year runs from September before harvest … on-farm or commercial sites, and iv) marketing loan recommendations made by advisory programs are followed wherever …

Persistent link: https://www.econbiz.de/10009444399

DEVELOPMENT OF A MARKET BENCHMARK PRICE FOR AGMAS PERFORMANCE EVALUATIONS

Good, Darrel L.; Irwin, Scott H.; Jackson, Thomas E. - 1998

-year crop marketing window. The average cash price meets all of the desired properties, except that it would not be easily … during the marketing window very closely approximates the average cash price. Therefore, it is determined that the average …

Persistent link: https://www.econbiz.de/10009444400

1999 PRICING PERFORMANCE OF MARKET ADVISORY SERVICES FOR CORN AND SOYBEANS

Martines-Filho, Joao; Good, Darrel L.; Irwin, Scott H. - 2000

The purpose of this research report is to present an evaluation of advisory service pricing performance in the 1999 crop year for corn and soybeans. Specifically, the average price received by a subscriber to an advisory service is calculated for corn and soybean crops harvested in 1999. The...

Persistent link: https://www.econbiz.de/10009444401