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Market Power and Joint Dominance in U.K. Brewing

✍ Scribed by Margaret E. Slade


Book ID
110733006
Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
204 KB
Volume
52
Category
Article
ISSN
0022-1821

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## Abstract This paper examines the extent to which futures price changes are driven by noise and information for three U.K. futures contracts by utilizing T. Andersen's (1996) specification of the mixture of distributions hypothesis. Use of the generalized method of moments approach demonstrates t