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Citations for "Orange Juice and Weather" by Roll, Richard
For a complete description of this item, click here .
Cited by (explanations , 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.): James Dow & Itay Goldstein & Alexander Guembel, 2005.
"Commitment to Overinvest and Price Informativeness ,"
OFRC Working Papers Series
2005fe18, Oxford Financial Research Centre.
[Downloadable!]
Bossaerts, Peter., 1992.
"Lower Bounds on Asset Return Comovement ,"
Working Papers
797, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Pablo Marshall & Eduardo Walker, 2002.
"Volumen, tamaño y ajuste a nueva información en el mercado accionario chileno ,"
Estudios de Economia ,
University of Chile, Department of Economics, vol. 29(2 Year 20), pages 247-268, December.
[Downloadable!]
Jordi Caballe & Jozsef Sakovics, 2004.
"Speculating against an overconfident market ,"
ESE Discussion Papers
62, Edinburgh School of Economics, University of Edinburgh.
[Downloadable!]
Other versions: J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1989.
"The Size and Incidence of the Losses from Noise Trading ,"
NBER Working Papers
2875, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Shantanu Dutta & Mark Bergen & Daniel Levy, 2004.
"Price Flexibility in Channels of Distribution: Evidence from Scanner Data ,"
Macroeconomics
0402018, EconWPA.
[Downloadable!]
Other versions: Sanchirico, James & Newell, Richard & Papps, Kerry, 2005.
"Asset Pricing in Created Markets for Fishing Quotas ,"
Discussion Papers
dp-05-46, Resources For the Future.
[Downloadable!]
Jerzy Filar & Boda Kang & Malgorzata Korolkiewicz, 2008.
"Pricing Financial Derivatives on Weather Sensitive Assets ,"
Research Paper Series
223, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Sean D. Campbell & Francis X. Diebold, 2003.
"Weather Forecasting for Weather Derivatives ,"
NBER Working Papers
10141, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Sean D. Campbell & Francis X. Diebold, 2004.
"Weather Forecasting for Weather Derivatives ,"
CFS Working Paper Series
2004/10, Center for Financial Studies.
[Downloadable!] Sean D. Campbell & Francis X. Diebold, 2002.
"Weather Forecasting for Weather Derivatives ,"
Center for Financial Institutions Working Papers
02-42, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!] Sean D. Campbell & Francis X. Diebold, 2005.
"Weather Forecasting for Weather Derivatives ,"
Journal of the American Statistical Association ,
American Statistical Association, vol. 100, pages 6-16, March.
[Downloadable!] (restricted) Rodney C Wolff & C.S. Robertson & S. Geva, 2006.
"Does Company Specific News Effect the US, UK, and Australian Markets within 60 minutes? ,"
Rodney Wolff Papers
2006-2, School of Economics and Finance, Queensland University of Technology.
[Downloadable!]
Colin Camerer & Teck-Hua Ho & Juin Kuan Chong, 2003.
"A cognitive hierarchy theory of one-shot games: Some preliminary results ,"
Levine's Bibliography
506439000000000495, UCLA Department of Economics.
[Downloadable!]
Martin Hellwig, 2006.
"Market Discipline, Information Processing, and Corporate Governance ,"
Discussion Papers
155, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
[Downloadable!]
Other versions: Wang, Honglin & Xiang, Qing & Reardon, Thomas, 2006.
"Market Power and Supply Shocks: Evidence from the Orange Juice Market ,"
Staff Papers
11508, Michigan State University, Department of Agricultural, Food, and Resource Economics.
[Downloadable!]
Nejat Anbarci & Eric Floehr & Jungmin Lee & Joon Jin Song, 2008.
"Economic Bias of Weather Forecasting: A Spatial Modeling Approach ,"
Economics Series
2008_12, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
[Downloadable!]
Gomez, Sonia Quiroga & Iglesias, Ana, 2005.
"Crop Production Functions for Analysis of Global Change Impacts in Spain ,"
2005 International Congress, August 23-27, 2005, Copenhagen, Denmark
24565, European Association of Agricultural Economists.
[Downloadable!]
Kenneth French, 1988.
"Crash Testing the Efficient Market Hypothesis ,"
NBER Chapters ,
in: NBER Macroeconomics Annual 1988, Volume 3, pages 277-286
National Bureau of Economic Research, Inc.
[Downloadable!]
Philip Bond & Itay Goldstein & Edward S. Prescott, 2006.
"Market-based regulation and the informational content of prices ,"
Working Paper
06-12, Federal Reserve Bank of Richmond.
[Downloadable!]
Anthony D. Hall & Paul Kofman & R. Guido, 1998.
"Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits ,"
Research Paper Series
3, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Lybbert, Travis J. & Barrett, Christopher & McPeak, John G. & Luseno, Winnie K., 2003.
"Bayesian Herders: Asymmetric Updating Of Rainfall Beliefs In Response To External Forecasts ,"
Working Papers
14762, Cornell University, Department of Applied Economics and Management.
[Downloadable!]
Jacob Boudoukh & Matthew Richardson & YuQing Shen & Robert F. Whitelaw, 2003.
"Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market ,"
NBER Working Papers
9515, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Macauley, Molly, 2006.
"Ascribing Societal Benefit to Environmental Observations of the Earth from Space: The Multi-angle Imaging Spectroradiometer (MISR) ,"
Discussion Papers
dp-06-09, Resources For the Future.
[Downloadable!]
Guerdjikova, Ani, 2004.
"Asset Prices in an Overlapping Generations Model with Case-Based Decision Makers with Short Memory ,"
Sonderforschungsbereich 504 Publications
04-44, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
Macauley, Molly, 2005.
"The Value of Information: A Background Paper on Measuring the Contribution of Space-Derived Earth Science Data to National Resource Management ,"
Discussion Papers
dp-05-26, Resources For the Future.
[Downloadable!]
Robert Chirinko & Hisham Foad, 2006.
"Noise vs. News in Equity Returns ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Jeffrey A. Miron, 1987.
"Seasonal Fluctuations and the Life Cycle-Permanent Income Model of Consumption ,"
NBER Working Papers
1845, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Robin Hanson, 2006.
"Designing real terrorism futures ,"
Public Choice ,
Springer, vol. 128(1), pages 257-274, July.
[Downloadable!] (restricted)
Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova, 2006.
"Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints ,"
PIER Working Paper Archive
06-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
Douglas Elmendorf & Mary Hirshfeld & David Weil, 1992.
"The Effect of News on Bond Prices: Evidence from the United Kingdom 1900-1920 ,"
NBER Working Papers
4234, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Elmendorf, Douglas W & Hirschfeld, Mary L & Weil, David N, 1996.
"The Effect of News on Bond Prices: Evidence from the United Kingdom, 1900-1920 ,"
The Review of Economics and Statistics ,
MIT Press, vol. 78(2), pages 341-44, May.
[Downloadable!] (restricted) Pierpaolo Benigno & Anastasios Karantounias, 2006.
"Overconfidence, Subjective Perception and Pricing Behavior ,"
NBER Working Papers
11922, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, .
"Noise Trader Risk in Financial Markets ,"
J. Bradford De Long's Working Papers
_124, University of California at Berkeley, Economics Department.
[Downloadable!]
Other versions:
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This page was last updated on 2009-12-13.
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