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The price-adjustment process and efficiency of grain futures markets implied by return series of various time intervals
Liu, Shi-Miin - In: Review of futures markets 10 (1992) 1, pp. 16-42
Persistent link: https://www.econbiz.de/10001132155
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Price explosiveness, speculation, and grain futures prices
Etienne, Xiaoli L.; Irwin, Scott H.; García, Philip - In: American journal of agricultural economics 97 (2015) 1, pp. 65-87
Persistent link: https://www.econbiz.de/10011294281
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New evidence that index traders did not drive bubbles in grain futures markets
Etienne, Xiaoli Liao; Irwin, Scott H.; García, Philip - In: Journal of agricultural and resource economics : JARE ; … 42 (2017) 1, pp. 45-67
Persistent link: https://www.econbiz.de/10011607640
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Gone in ten minutes : intraday evidence of announcement effects in the electronic corn futures market
Lehecka, Georg V.; Wang, Xiaoyang; García, Philip - In: Applied economic perspectives and policy 36 (2014) 3, pp. 504-526
Persistent link: https://www.econbiz.de/10011279818
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The influence of grain futures market on stock price fluctuation of agricultural listed companies
Zhang, Lulu; Shi, Qi; Zhou, Ning - In: Finance research letters 59 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014445303
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The Information Content of Fundamental News vs. Traders’ Positions in Grain Futures Markets : Evidence from WASDE and COT Reports
Bosch, David - 2019
for market partici-pants in grain futures markets, the results of this analysis reveal that the information content of …. The impact of traders' positions seems to be more pronounced in grain futures markets, where the presence of commodity …
Persistent link: https://www.econbiz.de/10012892776
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Cross-Market Soybean Futures Price Discovery : Does the Dalian Commodity Exchange Affect the Chicago Board of Trade?
Han, Liyan - 2013
In this paper, we examine the role that the Dalian Commodity Exchange (DCE) plays in the global price discovery of soybean futures. We employ Structural Vector Autoregressive (SVAR) and Vector Error Correction (VEC) models on the returns of the DCE and the Chicago Board of Trade (CBOT) soybean...
Persistent link: https://www.econbiz.de/10013087293
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The asymmetric impact of "informative" and "uninformative" Federal Open Market Committee statements on asset prices
Farka, Mira - In: Contemporary economic policy : a journal of Western … 29 (2011) 4, pp. 469-493
Persistent link: https://www.econbiz.de/10009355088
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Has the effect of monetary policy announcements on asset prices changed?
Doh, Taeyoung; Connolly, Michael - In: Economic review 98 (2013) 3, pp. 31-65
Persistent link: https://www.econbiz.de/10010211913
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Policy language and information effects in the early days of federal reserve forward guidance
Lunsford, Kurt G. - In: The American economic review 110 (2020) 9, pp. 2899-2934
Persistent link: https://www.econbiz.de/10012430945