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Pricing Efficiency And Information Use In Risky Markets

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  • Buccola, Steven T.

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  • Buccola, Steven T., 1984. "Pricing Efficiency And Information Use In Risky Markets," 1984 Annual Meeting, August 5-8, Ithaca, New York 278986, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    • Handle: RePEc:ags:aaea84:278986
    DOI: 10.22004/ag.econ.278986
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    File URL: https://ageconsearch.umn.edu/record/278986/files/aaea-1984-050.pdf
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    References listed on IDEAS

    as
    1. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    2. Copeland, Thomas E & Galai, Dan, 1983. "Information Effects on the Bid-Ask Spread," Journal of Finance, American Finance Association, vol. 38(5), pages 1457-1469, December.
    3. Stephen J. DeCanio, 1979. "Rational Expectations and Learning from Experience," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 93(1), pages 47-57.
    4. Steven T. Buccola, 1981. "The Supply and Demand of Marketing Contracts under Risk," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 63(3), pages 503-509.
    5. Cargill, Thomas F & Rausser, Gordon C, 1975. "Temporal Price Behavior in Commodity Futures Markets," Journal of Finance, American Finance Association, vol. 30(4), pages 1043-1053, September.
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    Cited by:

    1. Marsh, John M. & Brester, Gary W., 1989. "Intertemporal Price Adjustments In The Beef Market: A Reduced Form Analysis Of Weekly Data," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 14(2), pages 1-11, December.
    2. Bullock, J. Bruce, "undated". "Price Risk Management: Are Futures Markets Adequate?," Working Papers 256557, University of Missouri Columbia, Department of Agricultural Economics.
    3. Bullock, J. Bruce, 1986. "Risk of What?," Working Papers 256565, University of Missouri Columbia, Department of Agricultural Economics.

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