To What Surprises Do Hog Futures Markets Respond?
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Other versions of this item:
- Frank, Julieta & Garcia, Philip & Irwin, Scott H., 2008. "To What Surprises Do Hog Futures Markets Respond?," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 40(1), pages 1-15, April.
- Frank, Julieta & Garcia, Philip & Irwin, Scott H., 2008. "To What Surprises Do Hog Futures Markets Respond?," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 40(1), pages 73-87, April.
References listed on IDEAS
- Koontz, Stephen R. & Hudson, Michael A. & Purcell, Wayne D., 1984. "The Impact Of Hog And Pig Reports On Live Hog Futures Prices: An Event Study Of Market Efficiency," 1984 Annual Meeting, August 5-8, Ithaca, New York 278981, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- G.S. Maddala & Forrest D. Nelson, 1975. "Specification Errors in Limited Dependent Variable Models," NBER Working Papers 0096, National Bureau of Economic Research, Inc.
- Philip Garcia, 2004. "A selected review of agricultural commodity futures and options markets," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 31(3), pages 235-272, September.
- Falk, Barry L. & Orazem, Peter, 1989. "Measuring Market Responses to Error-Ridden Government Announcements," Staff General Research Papers Archive 11096, Iowa State University, Department of Economics.
- Meyer, Steve R. & Lawrence, John D., 1988. "Comparing USDA Hogs and Pigs Reports to Subsequent Slaughter: Does Systematic Error Exist?," Working Papers 256649, University of Missouri Columbia, Department of Agricultural Economics.
- Carter, Colin A., 1999. "Commodity futures markets: a survey," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 43(2), pages 1-39, June.
- Jeffrey B. Mills & Ted C. Schroeder, 2004.
"Are cattle on feed report revisions random and does industry anticipate them?,"
John Wiley & Sons, Ltd., vol. 20(3), pages 363-374.
- Mills, Jeffrey B. & Schroeder, Ted C., 2002. "Are Cattle On Feed Report Revisions Random And Does Industry Anticipate Them?," 2002 Annual Meeting, July 28-31, 2002, Long Beach, California 36643, Western Agricultural Economics Association.
- Hurd, Michael, 1979. "Estimation in truncated samples when there is heteroscedasticity," Journal of Econometrics, Elsevier, vol. 11(2-3), pages 247-258.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Karali, Berna & Isengildina Massa, Olga & Irwin, Scott H., 2018. "Does Noise in Market Expectations Dilute Price Reactions to USDA Reports?," 2018 Annual Meeting, August 5-7, Washington, D.C. 273973, Agricultural and Applied Economics Association.
- Isengildina-Massa, Olga & Karali, Berna & Irwin, Scott H., 2016. "Market Reaction to Inefficiencies in USDA Crop Production Forecasts," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235507, Agricultural and Applied Economics Association.
- R. Karina Gallardo & B. Wade Brorsen & Jayson Lusk, 2010. "Prediction markets: an experimental approach to forecasting cattle on feed," Agricultural Finance Review, Emerald Group Publishing, vol. 70(3), pages 414-426, November.
More about this item
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
- Q13 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Markets and Marketing; Cooperatives; Agribusiness
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