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Price discovery in a private cash forward market for lumber

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  • Manfredo, Mark R.
  • Sanders, Dwight R.

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Suggested Citation

  • Manfredo, Mark R. & Sanders, Dwight R., 2008. "Price discovery in a private cash forward market for lumber," Journal of Forest Economics, Elsevier, vol. 14(1), pages 73-89, January.
  • Handle: RePEc:eee:foreco:v:14:y:2008:i:1:p:73-89
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    References listed on IDEAS

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    1. He, Dequan & Holt, Matthew T., 2004. "Efficiency Of Forest Commodity Futures Markets," 2004 Annual meeting, August 1-4, Denver, CO 20344, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Changyou Sun & Daowei Zhang, 2001. "Assessing the Financial Performance of Forestry-Related Investment Vehicles: Capital Asset Pricing Model vs. Arbitrage Pricing Theory," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 83(3), pages 617-628.
    3. Yang, Jian & Leatham, David J., 1999. "Price Discovery in Wheat Futures Markets," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 31(02), pages 359-370, August.
    4. French, Kenneth R., 1983. "A comparison of futures and forward prices," Journal of Financial Economics, Elsevier, vol. 12(3), pages 311-342, November.
    5. Mahenc, P. & Salanie, F., 2004. "Softening competition through forward trading," Journal of Economic Theory, Elsevier, vol. 116(2), pages 282-293, June.
    6. T. Randall Fortenbery & Hector O. Zapata, 1997. "An evaluation of price linkages between futures and cash markets for cheddar cheese," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 17(3), pages 279-301, May.
    7. Krogmeier, Joseph L. & Menkhaus, Dale J. & Phillips, Owen R. & Schmitz, John D., 1997. "An Experimental Economics Approach to Analyzing Price Discovery in Forward and Spot Markets," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 29(02), pages 327-336, December.
    8. De Long, J Bradford & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1990. "Noise Trader Risk in Financial Markets," Journal of Political Economy, University of Chicago Press, vol. 98(4), pages 703-738, August.
    9. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
    10. Wang, Peijie & Jones, Trefor, 2002. "Testing for efficiency and rationality in foreign exchange markets--a review of the literature and research on foreign exchange market efficiency and rationality with comments," Journal of International Money and Finance, Elsevier, vol. 21(2), pages 223-239, April.
    11. Mahenc, Philippe & Meunier, Valerie, 2003. " Forward Markets and Signals of Quality," RAND Journal of Economics, The RAND Corporation, vol. 34(3), pages 478-494, Autumn.
    12. Zhou, Mo & Buongiorno, Joseph, 2005. "Price transmission between products at different stages of manufacturing in forest industries," Journal of Forest Economics, Elsevier, vol. 11(1), pages 5-19, June.
    13. Dale J. Menkhaus & Owen R. Phillips & Allison F. M. Johnston & Alla V. Yakunina, 2003. "Price Discovery in Private Negotiation Trading with Forward and Spot Deliveries," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 25(1), pages 89-107.
    14. Krogmeier, Joseph L. & Menkhaus, Dale J. & Phillips, Owen R. & Schmitz, John D., 1997. "An Experimental Economics Approach To Analyzing Price Discovery In Forward And Spot Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 29(02), December.
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    1. repec:eee:foreco:v:28:y:2017:i:c:p:70-79 is not listed on IDEAS

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