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Volatility Of Cash Corn Prices By Day-Of-The-Week

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Author Info
Rudel, Richard K.
McCamley, Francis
Abstract

The volatility of St. Louis cash corn bids by day-of-the-week is examined for the period September 1992 through August 1999. Thursday to Friday, Friday to Monday and Friday to Tuesday (with a holiday on Monday) price changes tend to be larger than other day-to-day changes.

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File URL: http://purl.umn.edu/21873
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Publisher Info
Paper provided by American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) in its series 2000 Annual meeting, July 30-August 2, Tampa, FL with number 21873.

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Date of creation: 2000
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Handle: RePEc:ags:aaea00:21873

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Related research
Keywords: Financial Economics; Marketing;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Plaut Steven E., 1992. "Whose sabbath matters?, or, when does the weekend effect occur?," Economics Letters, Elsevier, vol. 38(3), pages 341-344, March. [Downloadable!] (restricted)
  2. Davidson, Sinclair & Faff, Robert, 1999. "Some Additional Australian Evidence on the Day-of-the-Week Effect," Applied Economics Letters, Taylor and Francis Journals, vol. 6(4), pages 247-49, April. [Downloadable!] (restricted)
  3. Abraham, Abraham & Ikenberry, David L., 1994. "The Individual Investor and the Weekend Effect," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(02), pages 263-277, June. [Downloadable!]
  4. John Freebairn & Bill Griffiths, 2006. "Introduction," The Economic Record, The Economic Society of Australia, vol. 82(s1), pages S1-S1, 09. [Downloadable!] (restricted)
  5. Chang, Eric C. & Pinegar, J. Michael & Ravichandran, R., 1993. "International Evidence on the Robustness of the Day-of-the-Week Effect," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 28(04), pages 497-513, December. [Downloadable!]
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This page was last updated on 2009-12-11.

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