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Random Walk and Price Trends: The Live Cattle Futures Market

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  • Leuthold, Raymond M
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    Article provided by American Finance Association in its journal Journal of Finance.

    Volume (Year): 27 (1972)
    Issue (Month): 4 (September)
    Pages: 879-889

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    Handle: RePEc:bla:jfinan:v:27:y:1972:i:4:p:879-89
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    Cited by:

    1. Cheol-Ho Park & Scott H. Irwin, 2007. "What Do We Know About The Profitability Of Technical Analysis?," Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 786-826, 09.
    2. Blank, Steven C., 1984. "Cross Hedging Australian Cattle," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 28(02-03).
    3. Miller, Stephen E., 1979. "The Response Of Futures Prices To New Market Information: The Case Of Live Hogs," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 11(01), July.
    4. Gupta, Sanjeev & Mayer, Thomas, 1981. "A test of the efficiency of futures markets in commodities," Kiel Working Papers 119, Kiel Institute for the World Economy (IfW).
    5. Walter Labys, 2005. "Commodity Price Fluctuations: A Century of Analysis," Working Papers Working Paper 2005-01, Regional Research Institute, West Virginia University.
    6. Shynkevich, Andrei, 2012. "Performance of technical analysis in growth and small cap segments of the US equity market," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 193-208.
    7. Yasemin Hafizogullari & Stanislaus Maier-Paape & Andreas Platen, 2014. "Empirical Study of the 1-2-3 Trend Indicator," Papers 1409.5321, arXiv.org.
    8. Bianchi, Robert J. & Drew, Michael E. & Fan, John Hua, 2016. "Commodities momentum: A behavioral perspective," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 133-150.
    9. Yun, Won-Cheol & Purcell, Wayne D., 1995. "Impact of Deductibility of Futures Losses on Cattle Feeders' Involvement and the Effectiveness of the Price Discovery Process," Staff Papers 232514, Virginia Tech, Department of Agricultural and Applied Economics.
    10. Rausser, Gordon C & Carter, Colin, 1983. "Futures Market Efficiency in the Soybean Complex," The Review of Economics and Statistics, MIT Press, vol. 65(3), pages 469-478, August.
    11. Park, Cheol-Ho & Irwin, Scott H., 2004. "The Profitability Of Technical Trading Rules In Us Futures Markets: A Data Snooping Free Test," 2004 Conference, April 19-20, 2004, St. Louis, Missouri 19011, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    12. repec:ags:vtaesp:232463 is not listed on IDEAS
    13. Robert Ślepaczuk & Grzegorz Zakrzewski & Paweł Sakowski, 2012. "Investment strategies beating the market. What can we squeeze from the market?," Working Papers 2012-04, Faculty of Economic Sciences, University of Warsaw.
    14. Gross, Martin, 1985. "A test of the efficiency of the aluminium and copper markets at the London Metal Exchange," Kiel Working Papers 243, Kiel Institute for the World Economy (IfW).
    15. repec:rri:wpaper:200501 is not listed on IDEAS
    16. Bianchi, Robert J. & Drew, Michael E. & Fan, John Hua, 2015. "Combining momentum with reversal in commodity futures," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 423-444.
    17. Schnake, Kristin N. & Karali, Berna & Dorfman, Jeffrey H., 2012. "The Informational Content of Distant-Delivery Futures Contracts," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(2), August.
    18. Vogelvang, E., 1981. "A quarterly econometric model for the price formation of coffee on the world market," Serie Research Memoranda 0001, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

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