Populists versus theorists: Futures markets and the volatility of prices
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- 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.
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- 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.
- Bollerslev, Tim, 1986.
"Generalized autoregressive conditional heteroskedasticity,"
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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.
- Working, Holbrook, 1963. "Futures Markets Under Renewed Attack," Food Research Institute Studies, Stanford University, Food Research Institute, issue 01.
- James Tobin, 1978.
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506, Cowles Foundation for Research in Economics, Yale University.
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- 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.
- 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.
- 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.
- Tomek, William G., 1971. "A Note on Historical Wheat Prices and Futures Trading," Food Research Institute Studies, Stanford University, Food Research Institute, issue 01.
- 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.
- 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.
- 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.
- Working, Holbrook, 1960. "Price Effects of Futures Trading," Food Research Institute Studies, Stanford University, Food Research Institute, issue 01, February.
- Turnovsky, Stephen J., 1979. "Futures markets, private storage, and price stabilization," Journal of Public Economics, Elsevier, vol. 12(3), pages 301-327, December.
- 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.
- 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.
- Edward W. Bemis, 1893. "The Discontent of the Farmer," Journal of Political Economy, University of Chicago Press, vol. 1, pages 193.
- 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, 1969. "Price Stabilization and Welfare," The Quarterly Journal of Economics, MIT Press, vol. 83(2), pages 284-98, May.
- Joseph Santos, 2002. "Did Futures Markets Stabilise US Grain Prices?," Journal of Agricultural Economics, Wiley Blackwell, vol. 53(1), pages 25-36.
- Taylor, Alonzo E., 1931. "Speculation, Short Selling, and the Price of Wheat," Wheat Studies, Stanford University, Food Research Institute, issue 04, February.
- repec:cup:cbooks:9780521578257 is not listed on IDEAS
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