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The informational content of USDA crop reports: Impacts on uncertainty and expectations in grain futures markets
11 references·0 citing·44 second hop
The informational content of USDA crop reports: Impacts on uncertainty and expectations in grain futures markets (1994)The informational content of USDA crop re…The effects of USDA reports in futures and options markets (1993)The effects of USDA reports i…Live Cattle Futures Response to Cattle on Feed Reports (1993)Live Cattle Futures Response …The Reaction of Live Hog Futures Prices to USDA Hogs and Pigs Reports (1990)The Reaction of Live Hog Futu…Calibration of Option‐Based Probability Assessments in Agricultural Commodity Markets (1990)Calibration of Option‐Based P…Are Harvest Forecasts News? USDA Announcements and Futures Market Reactions (1989)Are Harvest Forecasts News? U…The Response of Futures Prices to New Market Information: The Case of Live Hogs (1979)The Response of Futures Price…Anticipated information releases reflected in call option prices (1979)Anticipated information relea…Prices of State-Contingent Claims Implicit in Option Prices (1978)Prices of State-Contingent Cl…The pricing of commodity contracts (1976)The pricing of commodity cont…A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY (1976)A SURVEY OF SOME NEW RESULTS …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Cross Hedging (1981)The theory and practice of econometrics (1986)Options, Futures, and Other Derivative Securities. (1990)The Value of USDA Situation and Outlook Information in Hog and Cattle Markets (2005)The Impact of Situation and Outlook Information in Corn and Soybean Futures Markets: Evidence from WASDE Reports (2008)USDA Announcement Effects in Real‐Time (2018)Inflation, Rational Expectations and the Term Structure of Interest Rates (1973)Limited-Dependent and Qualitative Variables in Econometrics (1983)Stock Prices and Economic News (1985)The value of public information in commodity futures markets (1997)Commodity futures markets: a survey (1999)Quantifying the WASDE Announcement Effect (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Implied Binomial Trees (1994)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)Theory of rational option pricing (2005)Theory of Rational Option Pricing (1973)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Pricing Interest-Rate-Derivative Securities (1990)A Jump-Diffusion Model for Option Pricing (2002)Recovering an Asset's Implied PDF from Option Prices: An Application to Crude Oil during the Gulf Crisis (1997)Density Forecasting: A Survey (2000)Post-'87 crash fears in the S&P 500 futures option market (2000)Some Generalized Functions for the Size Distribution of Income (2008)The Price Variability-Volume Relationship on Speculative Markets (1983)Orange Juice and Weather (1984)The Food Crises: A Quantitative Model of Food Prices Including Speculators and Ethanol Conversion (2011)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Simple Approach to the Valuation of Risky Streams (1978)The information content of option prices and a test of market efficiency (1978)Theory of Financial Decision Making. (1988)Stock Prices and Economic News (1984)THE EFFECT OF E. COLI O157:H7 ON BEEF PRICES (2001)Impact of WASDE reports on implied volatility in corn and soybean markets (2008)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Using daily stock returns (1985)Event-study methodology under conditions of event-induced variance (1991)5 Stochastic volatility (1996)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1976The pricing of commodity contracts2,859 cited
  • 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
  • 1979Anticipated information releases reflected in call option prices325 cited
  • 1976A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY170 cited
  • 1989Are Harvest Forecasts News? USDA Announcements and Futures Market Reactions115 cited
  • 1990The Reaction of Live Hog Futures Prices to USDA Hogs and Pigs Reports114 cited
  • 1990Calibration of Option‐Based Probability Assessments in Agricultural Commodity Markets94 cited
  • 1993The effects of USDA reports in futures and options markets85 cited
  • 1993Live Cattle Futures Response to Cattle on Feed Reports56 cited
  • 1979The Response of Futures Prices to New Market Information: The Case of Live Hogs34 cited

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