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Flexible Tests for USDA Report Announcement Effects in Futures Markets

  • Published:2019-05-03 Issue:4 Volume:101 Page:1228-1246
  • ISSN:0002-9092
  • Container-title:American Journal of Agricultural Economics
  • language:en
  • Short-container-title:American Journal of Agricultural Economics

Author:

Ying Jiahui1,Chen Yu1,Dorfman Jeffrey H1

Affiliation:

1. Department of Agricultural and Applied EconomicsThe University of Georgia

Publisher

Wiley

Subject

Economics and Econometrics,Agricultural and Biological Sciences (miscellaneous)

Reference24 articles.

1. Quantifying the WASDE Announcement Effect

2. Some determinants of the volatility of futures prices

3. Volume, Volatility, and Public News Announcements

4. The Reaction of Live Hog Futures Prices to USDA Hogs and Pigs Reports

5. A Nonparametric Search for Information Effects from USDA Reports;Dorfman J.H.;Journal of Agricultural and Resource Economics,2015

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