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The Reaction of Live Hog Futures Prices to USDA Hogs and Pigs Reports
6 references·10 citing·41 second hop
The Reaction of Live Hog Futures Prices to USDA Hogs and Pigs Reports (1990)The Reaction of Live Hog Futures Prices t…The Distribution of Futures Prices: A Test of the Stable Paretian and Mixture of Normals Hypotheses (1989)The Distribution of Futures P…Stock Prices and Economic News (1985)Stock Prices and Economic NewsLimited-dependent and qualitative variables in econometrics (1983)Limited-dependent and qualita…The Response of Short-Term Interest Rates to Weekly Money Announcements (1982)The Response of Short-Term In…Macroinformation and the Variability of Stock Market Prices (1979)Macroinformation and the Vari…Inflation, Rational Expectations and the Term Structure of Interest Rates (1973)Inflation, Rational Expectati…Quantifying the WASDE Announcement Effect (2012)Quantifying the WASDE Announc…Analyst forecasts and price discovery in futures markets: The case of natural gas storage (2009)Analyst forecasts and price d…The Impact of Situation and Outlook Information in Corn and Soybean Futures Markets: Evidence from WASDE Reports (2008)The Impact of Situation and O…Estimating the Structure of Market Reaction to News: Information Events and Lumber Futures Prices (2005)Estimating the Structure of M…Commodity futures markets: a survey (1999)Commodity futures markets: a …TRENDS IN THE ACCURACY OF USDA PRODUCTION FORECASTS FOR BEEF AND PORK (1998)TRENDS IN THE ACCURACY OF USD…Measuring the benefits of social science research (1998)Measuring the benefits of soc…Exploring the Market for Agricultural Economics Information: Views of Private Sector Analysts (1998)Exploring the Market for Agri…The value of public information in commodity futures markets (1997)The value of public informati…The effects of USDA reports in futures and options markets (1993)The effects of USDA reports i…Cross Hedging (1981)The theory and practice of econometrics (1986)Options, Futures, and Other Derivative Securities. (1990)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Econometric policy evaluation: A critique (1976)THE IMPACT OF MONEY ON SHORT‐TERM INTEREST RATES (1987)Expectations and the Treasury Bill-Federal Funds Rate Spread over Recent Monetary Policy Regimes (1990)The Effects of Inflation News on High Frequency Stock Returns (2004)The Adjustment of Stock Prices to New Information (1969)Day of the Week Effects and Asset Returns (1981)Business conditions, monetary policy, and expected security returns (1996)The Adjustment of Stock Prices to New Information (2003)Investor sentiment and the stock market’s reaction to monetary policy (2009)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2013)The Behavior of Stock-Market Prices (1965)The Pricing of Options on Assets with Stochastic Volatilities (1987)Nonlinear dynamics of daily futures prices: Conditional heteroskedasticity or chaos? (1993)Maximum likelihood estimation of a GARCH‐stable model (1995)The variation of certain speculative prices (1997)Financial power laws: Empirical evidence, models, and mechanisms (2016)Value and Capital (1939)The Term Structure of Interest Rates (1957)Rational Expectations and the Theory of Price Movements (1961)Government financing decisions and asset returns (1982)Stock Prices and Economic News (1984)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)Are Revisions to USDA Crop Production Forecasts Smoothed? (2006)What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)Forecast performance of WASDE price projections for U.S. corn (2015)Risk, Return, and Equilibrium: Empirical Tests (1973)Economic Forces and the Stock Market (1986)Determinants of Agricultural and Mineral Commodity Prices (2010)The Impact of Index and Swap Funds on Commodity Futures Markets (2010)An update on speculation and financialization in commodity markets (2018)USDA Corn and Soybean Acreage Estimates and Yield Forecasts: Dispelling Myths and Misunderstandings (2011)The Econometrics of Financial Markets (2012)Econometric Analysis of Cross Section and Panel Data (2001)Does Foreign Direct Investment Increase the Productivity of Domestic Firms? In Search of Spillovers Through Backward Linkages (2004)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1983Limited-dependent and qualitative variables in econometrics13,257 cited
  • 1985Stock Prices and Economic News420 cited
  • 1973Inflation, Rational Expectations and the Term Structure of Interest Rates270 cited
  • 1989The Distribution of Futures Prices: A Test of the Stable Paretian and Mixture of Normals Hypotheses198 cited
  • 1982The Response of Short-Term Interest Rates to Weekly Money Announcements98 cited
  • 1979Macroinformation and the Variability of Stock Market Prices70 cited

Cited by

  • 1999Commodity futures markets: a survey112 cited
  • 1997The value of public information in commodity futures markets101 cited
  • 2012Quantifying the WASDE Announcement Effect94 cited
  • 1993The effects of USDA reports in futures and options markets85 cited
  • 2008The Impact of Situation and Outlook Information in Corn and Soybean Futures Markets: Evidence from WASDE Reports82 cited
  • 2009Analyst forecasts and price discovery in futures markets: The case of natural gas storage48 cited
  • 2005Estimating the Structure of Market Reaction to News: Information Events and Lumber Futures Prices42 cited
  • 1998TRENDS IN THE ACCURACY OF USDA PRODUCTION FORECASTS FOR BEEF AND PORK42 cited

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1998
Exploring the Market for Agricultural Economics Information: Views of Private Sector Analysts
27 cited
  • 1998Measuring the benefits of social science research17 cited