IDEAS home Printed from https://ideas.repec.org/r/aea/aecrev/v74y1984i5p861-80.html
   My bibliography  Save this item

Orange Juice and Weather

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Kim, Kenneth A., 2001. "Price limits and stock market volatility," Economics Letters, Elsevier, vol. 71(1), pages 131-136, April.
  2. Caballe, Jordi & Sakovics, Jozsef, 2003. "Speculating against an overconfident market," Journal of Financial Markets, Elsevier, vol. 6(2), pages 199-225, April.
  3. Tamotsu Onozaki, 2018. "Nonlinearity, Bounded Rationality, and Heterogeneity," Springer Books, Springer, number 978-4-431-54971-0, September.
  4. Tortorice, Daniel L., 2018. "Equity return predictability, time varying volatility and learning about the permanence of shocks," Journal of Economic Behavior & Organization, Elsevier, vol. 148(C), pages 315-343.
  5. Sean D. Campbell & Francis X. Diebold, 2005. "Weather Forecasting for Weather Derivatives," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 6-16, March.
  6. Calvet, Laurent E. & Fisher, Adlai J., 2007. "Multifrequency news and stock returns," Journal of Financial Economics, Elsevier, vol. 86(1), pages 178-212, October.
  7. Dutta, Shantanu & Bergen, Mark & Levy, Daniel, 2002. "Price Flexibility in Channels of Distribution: Evidence from Scanner Data," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 1845-1900.
  8. K. Smimou, 2013. "On the significance testing of fuzzy regression applied to the CAPM: Canadian commodity futures evidence," International Journal of Applied Management Science, Inderscience Enterprises Ltd, vol. 5(2), pages 144-171.
  9. Mitsuru Igami, 2015. "Market Power in International Commodity Trade: The Case of Coffee," Journal of Industrial Economics, Wiley Blackwell, vol. 63(2), pages 225-248, June.
  10. Berna Karali & Scott H. Irwin & Olga Isengildina‐Massa, 2020. "Supply Fundamentals and Grain Futures Price Movements," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 548-568, March.
  11. Matthias Ritter, 2012. "Can the market forecast the weather better than meteorologists?," SFB 649 Discussion Papers SFB649DP2012-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  12. Gomez, Sonia Quiroga & Iglesias, Ana, 2005. "Crop Production Functions for Analysis of Global Change Impacts in Spain," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24565, European Association of Agricultural Economists.
  13. Smimou, Kamal, 2006. "Estimation of Canadian commodity market risk premiums under price limits: Two-phase fuzzy approach," Omega, Elsevier, vol. 34(5), pages 477-491, October.
  14. Philip Bond & Itay Goldstein & Edward Simpson Prescott, 2006. "Market-based regulation and the informational content of prices," Working Paper 06-12, Federal Reserve Bank of Richmond.
  15. Jacob Boudoukh & Matthew Richardson & YuQing Shen & Robert F. Whitelaw, 2003. "Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market," NBER Working Papers 9515, National Bureau of Economic Research, Inc.
  16. Savaser, Tanseli, 2011. "Exchange rate response to macronews: Through the lens of microstructure," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(1), pages 107-126, February.
  17. Ai, Chunrong & Chatrath, Arjun & Song, Frank, 2007. "A semiparametric estimation of the optimal hedge ratio," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(2), pages 366-381, May.
  18. Benos, Evangelos & Jochec, Marek, 2013. "Patriotic name bias and stock returns," Journal of Financial Markets, Elsevier, vol. 16(3), pages 550-570.
  19. Boudoukh, Jacob & Richardson, Matthew & Shen, YuQing (Jeff) & Whitelaw, Robert F., 2007. "Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market," Journal of Financial Economics, Elsevier, vol. 83(2), pages 397-412, February.
  20. Keyzer, Michiel & Boussard, Jean-Marc, 2002. "Réflexions à propos du Handbook of Agricultural Economics," Cahiers d'Economie et de Sociologie Rurales (CESR), Institut National de la Recherche Agronomique (INRA), vol. 65.
  21. Clifford S. Asness & Andrea Frazzini & Lasse Heje Pedersen, 2019. "Quality minus junk," Review of Accounting Studies, Springer, vol. 24(1), pages 34-112, March.
  22. Macauley, Molly, 2006. "Ascribing Societal Benefit to Environmental Observations of the Earth from Space: The Multi-angle Imaging Spectroradiometer (MISR)," Discussion Papers dp-06-09, Resources For the Future.
  23. MacAuley, Molly K., 2005. "The Value of Information: A Background Paper on Measuring the Contribution of Space-Derived Earth Science Data to National Resource Management," Discussion Papers 10839, Resources for the Future.
  24. Sebastian Goers & Alexander Wagner & Jürgen Wegmayr, 2010. "New and old market-based instruments for climate change policy," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 12(1), pages 1-30, June.
  25. 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.
  26. Chou, Pin-Huang & Hsieh, Chia-Hsun & Shen, Carl Hsin-Han, 2016. "What explains the orange juice puzzle: Sentiment, smart money, or fundamentals?," Journal of Financial Markets, Elsevier, vol. 29(C), pages 47-65.
  27. Jank, Stephan, 2012. "Mutual fund flows, expected returns, and the real economy," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3060-3070.
  28. Ray, Sourav & Chen, Haipeng (Allan) & Bergen, Mark & Levy, Daniel, 2006. "Asymmetric Wholesale Pricing: Theory and Evidence," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 109-201.
  29. Ronald A. Dye & S. Sridhar, 2002. "Resource Allocation Effects of Price Reactions to Disclosures," Contemporary Accounting Research, John Wiley & Sons, vol. 19(3), pages 385-410, September.
  30. 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.
  31. Gilbert, Thomas, 2011. "Information aggregation around macroeconomic announcements: Revisions matter," Journal of Financial Economics, Elsevier, vol. 101(1), pages 114-131, July.
  32. Yang, Shanxiang & Liu, Zhechen & Wang, Xinjie, 2020. "News sentiment, credit spreads, and information asymmetry," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
  33. Sumudu W. Watugala, 2015. "Economic Uncertainty and Commodity Futures Volatility," Working Papers 15-14, Office of Financial Research, US Department of the Treasury.
  34. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1989. "The Size and Incidence of the Losses from Noise Trading," Journal of Finance, American Finance Association, vol. 44(3), pages 681-696, July.
  35. Kyle Hyndman & Antoine Terracol & Jonathan Vaksmann, 2009. "Learning and sophistication in coordination games," Experimental Economics, Springer;Economic Science Association, vol. 12(4), pages 450-472, December.
  36. Jerzy Filar & Boda Kang & Malgorzata Korolkiewicz, 2008. "Pricing Financial Derivatives on Weather Sensitive Assets," Research Paper Series 223, Quantitative Finance Research Centre, University of Technology, Sydney.
  37. Sanchirico, James & Newell, Richard & Papps, Kerry, 2005. "Asset Pricing in Created Markets for Fishing Quotas," Discussion Papers dp-05-46, Resources For the Future.
  38. Paroissien, Emmanuel, 2020. "Forecasting bulk prices of Bordeaux wines using leading indicators," International Journal of Forecasting, Elsevier, vol. 36(2), pages 292-309.
  39. Colin Camerer & Teck-Hua Ho & Juin Kuan Chong, 2003. "A cognitive hierarchy theory of one-shot games: Some preliminary results," Levine's Bibliography 506439000000000495, UCLA Department of Economics.
  40. Martin Hellwig, 2005. "Market Discipline, Information Processing, and Corporate Governance," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2005_19, Max Planck Institute for Research on Collective Goods.
  41. Å tulec, Ivana & Petljak, Kristina & Naletina, Dora, 2019. "Weather impact on retail sales: How can weather derivatives help with adverse weather deviations?," Journal of Retailing and Consumer Services, Elsevier, vol. 49(C), pages 1-10.
  42. Hsieh, Ping-Hung & Yang, J. Jimmy, 2009. "A censored stochastic volatility approach to the estimation of price limit moves," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 337-351, March.
  43. repec:zbw:cfswop:wp200410 is not listed on IDEAS
  44. Patrick Brockett & Linda Goldens & Min-Ming Wen & Charles Yang, 2009. "Pricing Weather Derivatives Using the Indifference Pricing Approach," North American Actuarial Journal, Taylor & Francis Journals, vol. 13(3), pages 303-315.
  45. Newell, Richard G. & Sanchirico, James N. & Kerr, Suzi, 2005. "Fishing quota markets," Journal of Environmental Economics and Management, Elsevier, vol. 49(3), pages 437-462, May.
  46. Jean-Philippe Bouchaud & J. Doyne Farmer & Fabrizio Lillo, 2008. "How markets slowly digest changes in supply and demand," Papers 0809.0822, arXiv.org.
  47. Benigno, Pierpaolo & Karantounias, Anastasios G., 2019. "Overconfidence, subjective perception and pricing behavior," Journal of Economic Behavior & Organization, Elsevier, vol. 164(C), pages 107-132.
  48. Lybbert, Travis J. & Barrett, Christopher B. & McPeak, John G. & Luseno, Winnie K., 2007. "Bayesian Herders: Updating of Rainfall Beliefs in Response to External Forecasts," World Development, Elsevier, vol. 35(3), pages 480-497, March.
  49. José María Liberti & Mitchell A. Petersen, 2018. "Information: Hard and Soft," NBER Working Papers 25075, National Bureau of Economic Research, Inc.
  50. Webb, Robert I., 1995. "Futures trading in less 'noisy' markets," Japan and the World Economy, Elsevier, vol. 7(2), pages 155-173, July.
  51. Miron, Jeffrey A, 1986. "Seasonal Fluctuations and the Life Cycle-Permanent Income Model of Consumption," Journal of Political Economy, University of Chicago Press, vol. 94(6), pages 1258-1279, December.
  52. Julien Chevallier, 2010. "The European carbon market (2005-2007): banking, pricing and risk-hedging strategies," Working Papers halshs-00458787, HAL.
  53. Elmendorf, Douglas W & Hirschfeld, Mary L & Weil, David N, 1996. "The Effect of News on Bond Prices: Evidence from the United Kingdom, 1900-1920," The Review of Economics and Statistics, MIT Press, vol. 78(2), pages 341-344, May.
  54. David Hirshleifer, 2001. "Investor Psychology and Asset Pricing," Journal of Finance, American Finance Association, vol. 56(4), pages 1533-1597, August.
  55. Kathy Yuan & Emre Ozdenoren & Itay Goldstein, 2008. "Learning and Complementarities: Implications for Speculative Attacks," 2008 Meeting Papers 276, Society for Economic Dynamics.
  56. Powell, John G. & Shi, Jing & Smith, Tom & Whaley, Robert E., 2009. "Political regimes, business cycles, seasonalities, and returns," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1112-1128, June.
  57. Robert F. Engle & Martin Klint Hansen & Asger Lunde, 2012. "And Now, The Rest of the News: Volatility and Firm Specific News Arrival," CREATES Research Papers 2012-56, Department of Economics and Business Economics, Aarhus University.
  58. Ajay K. Dhamija & Surendra S. Yadav & PK Jain, 2017. "Forecasting volatility of carbon under EU ETS: a multi-phase study," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 19(2), pages 299-335, April.
  59. Ing-Haw Cheng & Wei Xiong, 2014. "Financialization of Commodity Markets," Annual Review of Financial Economics, Annual Reviews, vol. 6(1), pages 419-441, December.
  60. Nicolas Merener, 2012. "Globally Distributed Production and Asset Pricing:the Rise of Latin America in CME Soybean Futures," Business School Working Papers 2012-01, Universidad Torcuato Di Tella.
  61. Pablo Marshall & Eduardo Walker, 2002. "Volumen, tamaño y ajuste a nueva información en el mercado accionario chileno," Estudios de Economia, University of Chile, Department of Economics, vol. 29(2 Year 20), pages 247-268, December.
  62. Dorfleitner, Gregor & Wimmer, Maximilian, 2010. "The pricing of temperature futures at the Chicago Mercantile Exchange," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1360-1370, June.
  63. Calomiris, Charles W. & Mamaysky, Harry, 2019. "How news and its context drive risk and returns around the world," Journal of Financial Economics, Elsevier, vol. 133(2), pages 299-336.
  64. Kamalini Ramdas & Jonathan Williams & Marc Lipson, 2013. "Can Financial Markets Inform Operational Improvement Efforts? Evidence from the Airline Industry," Manufacturing & Service Operations Management, INFORMS, vol. 15(3), pages 405-422, July.
  65. Bertrand, Jean-Louis & Brusset, Xavier & Fortin, Maxime, 2015. "Assessing and hedging the cost of unseasonal weather: Case of the apparel sector," European Journal of Operational Research, Elsevier, vol. 244(1), pages 261-276.
  66. Baghestanian, Sascha & Walker, Todd B., 2015. "Anchoring in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 15-25.
  67. Wang, Honglin & Xiang, Qing & Reardon, Thomas, 2006. "Market Power and Supply Shocks: Evidence from the Orange Juice Market," Staff Paper Series 11508, Michigan State University, Department of Agricultural, Food, and Resource Economics.
  68. George, Thomas J & Hwang, Chuan-Yang, 2001. "Information Flow and Pricing Errors: A Unified Approach to Estimation and Testing," Review of Financial Studies, Society for Financial Studies, vol. 14(4), pages 979-1020.
  69. Ledyard, John & Hanson, Robin & Ishikida, Takashi, 2009. "An experimental test of combinatorial information markets," Journal of Economic Behavior & Organization, Elsevier, vol. 69(2), pages 182-189, February.
  70. Mu, Xiaoyi, 2007. "Weather, storage, and natural gas price dynamics: Fundamentals and volatility," Energy Economics, Elsevier, vol. 29(1), pages 46-63, January.
  71. Lybbert, Travis J. & Barrett, Christopher B. & McPeak, John G. & Luseno, Winnie K., 2003. "Bayesian Herders: Asymmetric Updating Of Rainfall Beliefs In Response To External Forecasts," Working Papers 14762, Cornell University, Department of Applied Economics and Management.
  72. Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 139-209, January.
  73. Chan, Kam C. & Chan, Leo H. & Nguyen, Chi M., 2020. "Forecasting oil futures market volatility in a financialized world: Why speculative activities matter," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  74. McCurdy, Thomas H & Morgan, Ieuan G, 1988. "Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroscedasticity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(3), pages 187-202, July-Sept.
  75. Robert Chirinko & Hisham Foad, 2006. "Noise vs. News in Equity Returns," CESifo Working Paper Series 1812, CESifo.
  76. Bianchi, Robert J. & Drew, Michael E. & Fan, John Hua, 2016. "Commodities momentum: A behavioral perspective," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 133-150.
  77. Gibson, Rajna & Habib, Michel A. & Ziegler, Alexandre, 2014. "Reinsurance or securitization: The case of natural catastrophe risk," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 79-100.
  78. Richard T. Baillie & Kun Ho Kim, 2016. "Is Robust Inference with OLS Sensible in Time Series Regressions? Investigating Bias and MSE Trade-offs with Feasible GLS and VAR Approaches," Working Paper series 16-04, Rimini Centre for Economic Analysis.
  79. Tamir Levy & Joseph Yagil, 2006. "An Empirical Comparison of Price‐Limit Models," International Review of Finance, International Review of Finance Ltd., vol. 6(3‐4), pages 157-176, September.
  80. Antonio Merino & Álvaro Ortiz, 2005. "Explaining the so‐called “price premium” in oil markets," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 29(2), pages 133-152, June.
  81. Claudio Dicembrino & Pasquale Lucio Scandizzo, 2012. "The Fundamental and Speculative Components of the Oil Spot Price: A Real Option Value Approach," CEIS Research Paper 229, Tor Vergata University, CEIS, revised 18 Apr 2012.
  82. Robin Hanson, 2006. "Designing real terrorism futures," Public Choice, Springer, vol. 128(1), pages 257-274, July.
  83. Boussard, J.M. & Gerard, F. & Piketty, M.G. & Christensen, A.K. & Voituriez, T., 2004. "May the pro-poor impacts of trade liberalisation vanish because of imperfect information?," Agricultural Economics, Blackwell, vol. 31(2-3), pages 297-305, December.
  84. Ouzan, Samuel, 2020. "Loss aversion and market crashes," Economic Modelling, Elsevier, vol. 92(C), pages 70-86.
  85. Buckley, Patrick, 2016. "Harnessing the wisdom of crowds: Decision spaces for prediction markets," Business Horizons, Elsevier, vol. 59(1), pages 85-94.
  86. Committee, Nobel Prize, 2013. "Understanding Asset Prices," Nobel Prize in Economics documents 2013-1, Nobel Prize Committee.
  87. Sveltana Vlady, 2015. "The Effect of Climate Change on Australian Stock Equity Returns," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 88-109.
  88. Fink, Jason D. & Fink, Kristin E. & Russell, Allison, 2010. "When and how do tropical storms affect markets? The case of refined petroleum," Energy Economics, Elsevier, vol. 32(6), pages 1283-1290, November.
  89. Leonid Krasnozhon & John Levendis, 2015. "Mises and prediction markets: Can markets forecast?," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 28(1), pages 41-52, March.
  90. Blau, Benjamin M., 2017. "Economic freedom and crashes in financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 33-46.
  91. Masini, Andrea & Menichetti, Emanuela, 2012. "The impact of behavioural factors in the renewable energy investment decision making process: Conceptual framework and empirical findings," Energy Policy, Elsevier, vol. 40(C), pages 28-38.
  92. Balvers, Ronald & Du, Ding & Zhao, Xiaobing, 2017. "Temperature shocks and the cost of equity capital: Implications for climate change perceptions," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 18-34.
  93. Mathias S. Kruttli & Brigitte Roth Tran & Sumudu W. Watugala, 2019. "Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics," Finance and Economics Discussion Series 2019-054, Board of Governors of the Federal Reserve System (U.S.).
  94. Nicolas Merener, 2016. "Concentrated Production and Conditional Heavy Tails in Commodity Returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(1), pages 46-65, January.
  95. Baur, Robert Frederick, 1992. "Overreaction in futures markets," ISU General Staff Papers 1992010108000010973, Iowa State University, Department of Economics.
  96. Kenneth French, 1988. "Crash Testing the Efficient Market Hypothesis," NBER Chapters, in: NBER Macroeconomics Annual 1988, Volume 3, pages 277-286, National Bureau of Economic Research, Inc.
  97. Chu, Shan-Ying & Chan, Lin Kun & Yeh, Jin-Huei, 2019. "The stabilizing effects of price limits: New evidence from jump contributed price variations," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 529-539.
  98. Du, Ding & Hu, Ou, 2012. "Exchange rate risk in the US stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(1), pages 137-150.
  99. Anthony D. Hall & Paul Kofman & Ron Guido, 1998. "Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits," Research Paper Series 3, Quantitative Finance Research Centre, University of Technology, Sydney.
  100. Vogel, Harold L. & Werner, Richard A., 2015. "An analytical review of volatility metrics for bubbles and crashes," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 15-28.
  101. Salant, Stephen W., 2016. "What ails the European Union׳s emissions trading system?," Journal of Environmental Economics and Management, Elsevier, vol. 80(C), pages 6-19.
  102. Bianchi, Robert J. & Drew, Michael E. & Fan, John Hua, 2015. "Combining momentum with reversal in commodity futures," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 423-444.
  103. Hodgson, Allan & Masih, A. Mansur M. & Masih, Rumi, 2006. "Futures trading volume as a determinant of prices in different momentum phases," International Review of Financial Analysis, Elsevier, vol. 15(1), pages 68-85.
  104. Wei, K. C. John & Chiang, Raymond, 2004. "A GMM approach for estimation of volatility and regression models when daily prices are subject to price limits," Pacific-Basin Finance Journal, Elsevier, vol. 12(4), pages 445-461, September.
  105. Sumudu W. Watugala, 2019. "Economic uncertainty, trading activity, and commodity futures volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(8), pages 921-945, August.
  106. Boogert, Alexander & Dupont, Dominique, 2005. "The nature of supply side effects on electricity prices: The impact of water temperature," Economics Letters, Elsevier, vol. 88(1), pages 121-125, July.
  107. Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova, 2006. "Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints," PIER Working Paper Archive 06-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  108. Antonio Merino & Rebeca Albacete, 2010. "Econometric modelling for short-term oil price forecasting," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 34(1), pages 25-41, March.
  109. Anbarci, Nejat & Boyd III, John & Floehr, Eric & Lee, Jungmin & Song, Joon Jin, 2011. "Population and income sensitivity of private and public weather forecasting," Regional Science and Urban Economics, Elsevier, vol. 41(2), pages 124-133, March.
  110. Hong, Harrison & Li, Frank Weikai & Xu, Jiangmin, 2019. "Climate risks and market efficiency," Journal of Econometrics, Elsevier, vol. 208(1), pages 265-281.
IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.