An Intervention Analysis on the Tokyo Grain Exchange Non- Genetically Modified and Conventional Soybean Futures Market
Download full text from publisher
Other versions of this item:
- Kentaka Aruga, 2014. "An intervention analysis on the Tokyo Grain Exchange non-genetically modified and conventional soybean futures markets," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-11, December.
References listed on IDEAS
- Parcell, Joseph L., 2001. "An Initial Look At The Tokyo Grain Exchange Non-Gmo Soybean Contract," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 19(1).
- McCluskey, Jill J. & Grimsrud, Kristine M. & Ouchi, Hiromi & Wahl, Thomas I., 2003.
"Consumer Response to Genetically Modified Food Products in Japan,"
Agricultural and Resource Economics Review,
Cambridge University Press, vol. 32(02), pages 222-231, October.
- McCluskey, Jill J. & Grimsrud, Kristine M. & Ouchi, Hiromi & Wahl, Thomas I., 2003. "Consumer Response to Genetically Modified Food Products in Japan," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 32(2), October.
- Bullock, D. S. & Desquilbet, M., 2002.
"The economics of non-GMO segregation and identity preservation,"
Elsevier, vol. 27(1), pages 81-99, February.
- Bullock, David S. & Desquilbet, Marion & Nitsi, Elisavet I., 2000. "The Economics Of Non-Gmo Segregation And Identity Preservation," 2000 Annual meeting, July 30-August 2, Tampa, FL 21845, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Bjursell, Johan & Frino, Alex & Tse, Yiuman & Wang, George H.K., 2010. "Volatility and trading activity following changes in the size of futures contracts," Journal of Empirical Finance, Elsevier, vol. 17(5), pages 967-980, December.
- Larcker, David F. & Gordon, Lawrence A. & Pinches, George E., 1980. "Testing for Market Efficiency: A Comparison of the Cumulative Average Residual Methodology and Intervention Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(02), pages 267-287, June.
- Wallace E. Huffman, 2003.
"Consumers' Acceptance of (and Resistance to) Genetically Modified Foods in High-Income Countries: Effects of Labels and Information in an Uncertain Environment,"
American Journal of Agricultural Economics,
Agricultural and Applied Economics Association, vol. 85(5), pages 1112-1118.
- Huffman, Wallace, 2003. "Consumer's Acceptance of (and Resistance to) Genetically Modified Foods in High Income Countries: Effects of Labels and Information in an Uncertain Environment," Staff General Research Papers Archive 12255, Iowa State University, Department of Economics.
- Vitaly Guzhva, 2008. "Applying intervention analysis to financial performance data: The case of US airlines and September 11th," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 32(3), pages 243-259, July.
- Aruga Kentaka, 2011. "Market Efficiency in the Non-Genetically Modified Soybean Futures Market," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 9(1), pages 1-13, December.
- Fama, Eugene F, 1991. " Efficient Capital Markets: II," Journal of Finance, American Finance Association, vol. 46(5), pages 1575-1617, December.
- Randal R. Rucker & Walter N. Thurman & Jonathan K. Yoder, 2005. "Estimating the Structure of Market Reaction to News: Information Events and Lumber Futures Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 87(2), pages 482-500.
- Geoffrey Booth, G. & Ciner, Cetin, 1997. "International transmission on information in corn futures markets," Journal of Multinational Financial Management, Elsevier, vol. 7(3), pages 175-187, October.
- Wachenheim, Cheryl J. & Vanwechel, Tamara, 2004. "The Influence Of Environmental-Impact Information On Consumer Willingness To Pay For Products Labeled As Free Of Genetically Modified Ingredients," Journal of Food Distribution Research, Food Distribution Research Society, vol. 35(02), July.
- John Doukas & Abdul Rahman, 1986. "Foreign currency futures and monetary policy announcements: An intervention analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 6(3), pages 343-373, September.
More about this item
Keywordsprice premium; non-genetically modified soybeans; conventional soybeans; intervention analysis; Tokyo Grain Exchange;
- O13 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Agriculture; Natural Resources; Environment; Other Primary Products
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:36088. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Joachim Winter) or (Rebekah McClure). General contact details of provider: http://edirc.repec.org/data/vfmunde.html .