Does futures trading destabilize cash prices? Evidence for U. S. live beef cattle-Reference-Cited by-同舟云学术

Does futures trading destabilize cash prices? Evidence for U. S. live beef cattle

Published:1990-02 Issue:1 Volume:10 Page:41-60
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J. Fut. Mark.

Author:

Weaver Robert D.,Banerjee Aniruddha

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference42 articles.

1. Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes

2. (1976): “Canonical Correlation Analysis of Time Series and the Use of an Information Criterion” System Identification: Advances and Case Studies, and , Eds., New York: Academic Press.

3. (1983): Finance: A Theoretical Introduction, Oxford: Basil Blackwell.

4. Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis

5. Multiplier Effects for Higher than First Order Linear Dynamic Econometric Models

Cited by 24 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Carbon price signal failure and regulatory policies: A systematic review;Environmental Impact Assessment Review;2024-03

2. Futures markets and price stabilisation: An analysis of soybeans markets in North America;Australian Journal of Agricultural and Resource Economics;2023-01

3. Destabilizing role of futures markets on North American hard red spring wheat spot prices;Agricultural Economics;2020-10-09

4. Volatility Dynamics in Oil and Oilseeds Spot and Futures Market in India;Vikalpa: The Journal for Decision Makers;2016-05-31

5. Minor metals and organized markets: News highlights about the consequences of establishing a futures market in a thin market with a dual trading price system;Resources Policy;2015-12