Populists versus theorists: Futures markets and the volatility of prices
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
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.:
- Powers, Mark J, 1970. "Does Futures Trading Reduce Price Fluctuations in the Cash Markets?," American Economic Review, American Economic Association, vol. 60(3), pages 460-64, June.
- Massell, Benton F, 1970. "Some Welfare Implications of International Price Stabilization," Journal of Political Economy, University of Chicago Press, vol. 78(2), pages 404-17, March-Apr.
- Pashigian, B Peter, 1988. "Why Have Some Farmers Opposed Futures Markets?," Journal of Political Economy, University of Chicago Press, vol. 96(2), pages 371-82, April.
- Working, Holbrook, 1963. "Futures Markets Under Renewed Attack," Food Research Institute Studies, Stanford University, Food Research Institute, issue 01.
- Wakita, Shigeru, 2001. "Efficiency of the Dojima rice futures market in Tokugawa-period Japan," Journal of Banking & Finance, Elsevier, vol. 25(3), pages 535-554, March.
- James Tobin, 1978.
"A Proposal for International Monetary Reform,"
Eastern Economic Journal,
Eastern Economic Association, vol. 4(3-4), pages 153-159, Jul/Oct.
- Edward W. Bemis, 1893. "The Discontent of the Farmer," Journal of Political Economy, University of Chicago Press, vol. 1, pages 193.
- Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
- Tomek, William G., 1971. "A Note on Historical Wheat Prices and Futures Trading," Food Research Institute Studies, Stanford University, Food Research Institute, issue 01.
- Working, Holbrook, 1960. "Price Effects of Futures Trading," Food Research Institute Studies, Stanford University, Food Research Institute, issue 01, February.
- Mayhew, Anne, 1972. "A Reappraisal of the Causes of Farm Protest in the United States, 1870–1900," The Journal of Economic History, Cambridge University Press, vol. 32(02), pages 464-475, June.
- Massell, Benton F, 1969. "Price Stabilization and Welfare," The Quarterly Journal of Economics, MIT Press, vol. 83(2), pages 284-98, May.
- repec:cup:cbooks:9780521326162 is not listed on IDEAS
- Ronald I. McKinnon, 1967. "Futures Markets, Buffer Stocks, and Income Stability for Primary Producers," Journal of Political Economy, University of Chicago Press, vol. 75, pages 844.
- Turnovsky, Stephen J., 1979. "Futures markets, private storage, and price stabilization," Journal of Public Economics, Elsevier, vol. 12(3), pages 301-327, December.
- Taylor, Alonzo E., 1931. "Speculation, Short Selling, and the Price of Wheat," Wheat Studies, Stanford University, Food Research Institute, issue 04, February.
- Bollerslev, Tim, 1986.
"Generalized autoregressive conditional heteroskedasticity,"
Journal of Econometrics,
Elsevier, vol. 31(3), pages 307-327, April.
- Tim Bollerslev, 1986. "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.
- Stein, Jerome L, 1992. "Cobwebs, Rational Expectations and Futures Markets," The Review of Economics and Statistics, MIT Press, vol. 74(1), pages 127-34, February.
- Joseph Santos, 2002. "Did Futures Markets Stabilise US Grain Prices?," Journal of Agricultural Economics, Wiley Blackwell, vol. 53(1), pages 25-36.
- Kawai, Masahiro, 1983. "Price Volatility of Storable Commodities under Rational Expectations in Spot and Futures Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(2), pages 435-59, June.
- Pashigian, B Peter, 1986. "The Political Economy of Futures Market Regulation," The Journal of Business, University of Chicago Press, vol. 59(2), pages S55-84, April.
- Turnovsky, Stephen J, 1983. "The Determination of Spot and Futures Prices with Storable Commodities," Econometrica, Econometric Society, vol. 51(5), pages 1363-87, September.
- repec:cup:cbooks:9780521578257 is not listed on IDEAS
- Schaede, Ulrike, 1989. "Forwards and futures in tokugawa-period Japan:A new perspective on the Dojima rice market," Journal of Banking & Finance, Elsevier, vol. 13(4-5), pages 487-513, September.
When requesting a correction, please mention this item's handle: RePEc:eee:exehis:v:44:y:2007:i:2:p:342-362. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.