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Simultaneity, Rationality and Price Determination in US Live Cattle

โœ Scribed by Barry A. Goss; S. Gulay Avsar; Brett A. Inder


Book ID
108521917
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
243 KB
Volume
40
Category
Article
ISSN
0004-900X

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Rational expectations and market efficie
โœ Matthew P. Schaefer; Robert J. Myers; Stephen R. Koontz ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 135 KB ๐Ÿ‘ 2 views

## Abstract The role of proprietary information in forecasting and market efficiency in the U.S. live cattle futures market is investigated. Using a unique proprietary data source collected by a private firm, we test whether the initial estimates in the USDA __Cattle on Feed Report__ and the Knight