This paper examines how efficiently the price premium for non-genetically modified (non-GM) soybeans at the Tokyo Grain Exchange (TGE) reacts to an announcement to change the contract unit, suppliers, and expiration date on the conventional soybean futures contract. An intervention analysis is...

This paper examines how efficiently the price premium for non-genetically modified (non-GM) soybeans at the Tokyo Grain Exchange (TGE) reacts to an announcement to change the contract unit, suppliers, and expiration date on the conventional soybean futures contract. An intervention analysis is...

This paper examines how efficiently the price premium for non-genetically modified (non-GM) soybeans at the Tokyo Grain Exchange (TGE) react to an announcement to change the contract unit, suppliers, and expiration date on the conventional soybean futures contract. Intervention analysis is used...