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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
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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
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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
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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
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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
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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
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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