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A reexamination of the systematic downward bias in live cattle futures prices

โœ Scribed by Emmett Elam; Chaw Wayoopagtr


Publisher
John Wiley and Sons
Year
1992
Tongue
English
Weight
650 KB
Volume
12
Category
Article
ISSN
0270-7314

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A report on the systematic downward bias
โœ John W. Helmuth ๐Ÿ“‚ Article ๐Ÿ“… 1981 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 722 KB

he theory of efficient markets, resting on the concept of perfect competition T and leading to the conclusion that price changes in an efficient market follow a random walk, clearly predicts that if the price discovery process in a market is operating efficiently, then it is not possible to discover

The systematic downward bias in live cat
โœ Lennart A. Palme Jr.; James Graham ๐Ÿ“‚ Article ๐Ÿ“… 1981 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 373 KB

## James Graham n the last two years Congressman Neal Smith of Iowa has released a series of I reports critical of the live cattle futures market. These reports, prepared by the staff of the House Committee on Small Business under the direction of Chief Economist Dr. John Helmuth, have received wi

The systematic downward bias in live cat
โœ Darwin M. Pluhar; Carl E. Shafer; Thomas L. Sporleder ๐Ÿ“‚ Article ๐Ÿ“… 1985 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 486 KB

In the 1981 study, Helmuth found that the futures price dropped within a short period of time when the live cattle futures price equaled or exceeded the USDA reported Corn Belt cost of feeding plus a Midwestern basis adjustment (Staff, 1981). Simulated trading with this indicator was successful all