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USDA Announcements and the Stock Prices of Food-Sector Companies

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  • Cao, An N.Q.
  • Ionici, Octavian
  • Robe, Michel A.

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  • Cao, An N.Q. & Ionici, Octavian & Robe, Michel A., 2022. "USDA Announcements and the Stock Prices of Food-Sector Companies," 2024 Annual Meeting, July 28-30, New Orleans, LA 322062, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea22:322062
    DOI: 10.22004/ag.econ.322062
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    References listed on IDEAS

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    1. Andrew McKenzie & Michael Thomsen & Josh Phelan, 2007. "How do you straddle hogs and pigs? Ask the Greeks!," Applied Financial Economics, Taylor & Francis Journals, vol. 17(7), pages 511-520.
    2. Kurov, Alexander & Sancetta, Alessio & Strasser, Georg & Wolfe, Marketa Halova, 2019. "Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(1), pages 449-479, February.
    3. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    4. Adrian Fernandez‐Perez & Bart Frijns & Ivan Indriawan & Alireza Tourani‐Rad, 2019. "Surprise and dispersion: informational impact of USDA announcements," Agricultural Economics, International Association of Agricultural Economists, vol. 50(1), pages 113-126, January.
    5. Kross, W & Schroeder, Da, 1984. "An Empirical-Investigation Of The Effect Of Quarterly Earnings Announcement Timing On Stock Returns," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 22(1), pages 153-176.
    6. Olga Isengildina-Massa & Scott H. Irwin & Darrel L. Good & Jennifer K. Gomez, 2008. "Impact of WASDE reports on implied volatility in corn and soybean markets," Agribusiness, John Wiley & Sons, Ltd., vol. 24(4), pages 473-490.
    7. Michael K. Adjemian, 2012. "Quantifying the WASDE Announcement Effect," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 94(1), pages 238-256.
    8. Jiahui Ying & Yu Chen & Jeffrey H Dorfman, 2019. "Flexible Tests for USDA Report Announcement Effects in Futures Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 101(4), pages 1228-1246.
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