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A Revised Test of the Law of One Price Using Rational Price Expectations

Citations

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Cited by:

  1. Richard J. Sexton & Catherine L. Kling & Hoy F. Carman, 1991. "Market Integration, Efficiency of Arbitrage, and Imperfect Competition: Methodology and Application to U.S. Celery," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 73(3), pages 568-580.
  2. Listorti, Giulia & Esposti, Roberto, . "Horizontal Price Transmission in Agricultural Markets: Fundamental Concepts and Open Empirical Issues," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 1(01), pages 1-28.
  3. James O. Bukenya & Walter C. Labys, 2005. "Price Convergence on World Commodity Markets: Fact or Fiction?," International Regional Science Review, , vol. 28(3), pages 302-329, July.
  4. Ghoshray, Atanu, 2006. "Market Delineation and Price Leadership in the World Wheat Market: A Cointegration Analysis," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 35(2), pages 1-16, October.
  5. Traub, Lulama Ndibongo & Myers, Robert J. & Jayne, Thomas S. & Meyer, Ferdinand H., 2010. "Measuring Integration and Efficiency in Maize Grain Markets: The Case of South Africa and Mozambique," 2010 AAAE Third Conference/AEASA 48th Conference, September 19-23, 2010, Cape Town, South Africa 96644, African Association of Agricultural Economists (AAAE).
  6. repec:cdl:ucsbec:qt92b16177 is not listed on IDEAS
  7. Padilla-Bernal, Luz E. & Thilmany, Dawn D., 2003. "Price Relationships Among North American Fresh Tomato Markets: A Comparison Between Mexican And U.S. Markets," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 5(3), pages 1-19.
  8. Giulia LISTORTI, 2008. "Price Transmission Mechanisms: a Policy Investigation of International Wheat Markets," Working Papers 318, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  9. repec:cdl:ucsbec:qt1sf2d60x is not listed on IDEAS
  10. Kim, Jae-Gyeong, 1993. "Futures markets in an open economy," ISU General Staff Papers 1993010108000011461, Iowa State University, Department of Economics.
  11. Lurion M. De Mello & Ronald D. Ripple, 2017. "Polypropylene Price Dynamics: Input Costs or Downstream Demand?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
  12. Khosrow Doroodian & Chulho Jung & Roy Boyd, 1999. "Testing the law of one price under the fixed and flexible exchange rate systems," Applied Economics Letters, Taylor & Francis Journals, vol. 6(9), pages 613-616.
  13. Chan, Ka Kei & Kolokolova, Olga & Lin, Ming-Tsung & Poon, Ser-Huang, 2023. "Price convergence between credit default swap and put option: New evidence," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 188-213.
  14. Xiarchos, Irene M. & Fletcher, Jerald J., 2009. "Price and volatility transmission between primary and scrap metal markets," Resources, Conservation & Recycling, Elsevier, vol. 53(12), pages 664-673.
  15. repec:rri:wpaper:200501 is not listed on IDEAS
  16. Marshall, Maria I., 2002. "Political Market Impacts On Mexican Import Permits For White Corn," 2002 Annual Meeting, July 28-31, 2002, Long Beach, California 36556, Western Agricultural Economics Association.
  17. Asche, Frank & Osmundsen, Petter & Tveteras, Ragnar, 2002. "European market integration for gas? Volume flexibility and political risk," Energy Economics, Elsevier, vol. 24(3), pages 249-265, May.
  18. Padilla-Bernal, Luz E. & Thilmany, Dawn D. & Loureiro, Maria L., 2003. "An Empirical Analysis of Market Integration and Efficiency for U.S. Fresh Tomato Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(3), pages 1-16, December.
  19. Lurion M. De Mello & Ronald D. Ripple, 2017. "Polypropylene Price Dynamics: Input Costs or Downstream Demand?," The Energy Journal, , vol. 38(4), pages 129-144, July.
  20. Rumankova, Lenka, . "Examination of existence of the law of one price at Czech meat markets," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 4(01), pages 1-9.
  21. Frank Asche & Helge Bremnes & Cathy R. Wessells, 1999. "Product Aggregation, Market Integration, and Relationships between Prices: An Application to World Salmon Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 81(3), pages 568-581.
  22. Meyer, Ferdinand H. & Westhoff, Patrick C. & Binfield, Julian C.R. & Kirsten, Johann F., 2006. "Model closure and price formation under switching grain market regimes in South Africa," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 45(4), pages 1-12, December.
  23. Gerald Shively & Ganesh Thapa, 2017. "Markets, Transportation Infrastructure, and Food Prices in Nepal," American Journal of Agricultural Economics, John Wiley & Sons, vol. 99(3), pages 660-682, April.
  24. Abdulai, Awudu, 2000. "Spatial price transmission and asymmetry in the Ghanaian maize market," Journal of Development Economics, Elsevier, vol. 63(2), pages 327-349, December.
  25. G. P. Zanias, 1993. "Testing For Integration In European Community Agricultural Product Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 44(3), pages 418-427, September.
  26. Karali, Berna & McNew, Kevin & Thurman, Walter N., . "Price Discovery and the Basis Effects of Failures to Converge in Soft Red Winter Wheat Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(01).
  27. Padilla-Bernal, Luz E. & Thilmany, Dawn D. & Loureiro, Maria L., 2001. "Tradability And Market Equilibrium For U.S.-Mexico Fresh Tomatoes," 2001 Annual Meeting, July 8-11, 2001, Logan, Utah 36142, Western Agricultural Economics Association.
  28. Andrew Coleman, 2007. "A model of spatial arbitrage with transport capacity constraints and endogenous transport prices," Reserve Bank of New Zealand Discussion Paper Series DP2007/05, Reserve Bank of New Zealand.
  29. Masih, Mansur & Algahtani, Ibrahim & De Mello, Lurion, 2010. "Price dynamics of crude oil and the regional ethylene markets," Energy Economics, Elsevier, vol. 32(6), pages 1435-1444, November.
  30. Anthony N. Rezitis & A. Blake Brown, 1999. "Pass‐through of exchange rates and tariffs in Greek‐US tobacco trade," Agricultural Economics, International Association of Agricultural Economists, vol. 21(3), pages 269-277, December.
  31. Patrick L. Hatzenbuehler & Philip C. Abbott & Tahirou Abdoulaye, 2017. "Price Transmission in Nigerian Food Security Crop Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 68(1), pages 143-163, February.
  32. Frank Asche & Shabbar Jaffry & Jessica Hartmann, 2007. "Price transmission and market integration: vertical and horizontal price linkages for salmon," Applied Economics, Taylor & Francis Journals, vol. 39(19), pages 2535-2545.
  33. Rozelle, Scott & Park, Albert & Jin, Hehui & Huang, Jikun, 1999. "Market Emergence and Transition: Transaction Costs, Arbitrage, and Autarky in China’s Grain Markets," 1999 Conference (43th), January 20-22, 1999, Christchurch, New Zealand 171900, Australian Agricultural and Resource Economics Society.
  34. Goodwin, Barry, 1991. "Multivariate Conintegration Tests and the Law of One Price in International Wheat Markets," WAEA/ WFEA Conference Archive (1929-1995) 321435, Western Agricultural Economics Association.
  35. Walter Labys, 2005. "Commodity Price Fluctuations: A Century of Analysis," Working Papers Working Paper 2005-01, Regional Research Institute, West Virginia University.
  36. Zanias, George P., 1999. "Seasonality and spatial integration in agricultural (product) markets," Agricultural Economics, Blackwell, vol. 20(3), pages 253-262, May.
  37. Luca Cattivelli & Federico Antonioli, 2023. "When cointegration is interrupted: Price transmission analysis in the Italian dairy‐feed industry," Agribusiness, John Wiley & Sons, Ltd., vol. 39(3), pages 744-761, July.
  38. Andrew Coleman, 2007. "The pitfalls of estimating transactions costs from price data: evidence from trans-Atlantic gold-point arbitrage, 1886-1905," Reserve Bank of New Zealand Discussion Paper Series DP2007/07, Reserve Bank of New Zealand.
  39. Pippenger, John & Phillips, Llad, 2008. "Some pitfalls in testing the law of one price in commodity markets," Journal of International Money and Finance, Elsevier, vol. 27(6), pages 915-925, October.
  40. Marshall, Maria I. & Marsh, Thomas L., 2003. "Endogenous Protection In The Mexican Corn And Sorghum Market," 2003 Annual meeting, July 27-30, Montreal, Canada 22242, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
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