Price Hikes in US Agricultural Commodity Futures Markets: An Empirical Efficiency Test
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References listed on IDEAS
- Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
- Irwin, Scott H. & Garcia, Philip & Good, Darrel L., 2007. "The Performance of Chicago Board of Trade Corn, Soybean, and Wheat Futures Contracts after Recent Changes in Speculative Limits," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 9951, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
- Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
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KeywordsCommodities; futures; markets; agriculture; Agribusiness; Agricultural Finance; Demand and Price Analysis;
StatisticsAccess and download statistics
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