## Abstract Recent studies of spatial market integration have adopted error correction models to test for its existence and for market dominance. An integrated empirical framework is proposed here which tests for longβrun spatial market integration between price pairs using a dynamic vector autoreg
β¦ LIBER β¦
THE INFORMATION EFFICIENCY OF TRADERS' PRICE EXPECTATIONS IN A BANGLADESH RICE MARKET
β Scribed by Martin Ravallion
- Book ID
- 115232565
- Publisher
- John Wiley and Sons
- Year
- 2009
- Tongue
- English
- Weight
- 118 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0140-5543
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Testing for the law of one price: rice m
β
P. J. Dawson; P. K. Dey
π
Article
π
2002
π
John Wiley and Sons
π
English
β 100 KB
π 1 views
The role of information in a two-traders
β
Bagarello, F.; Haven, E.
π
Article
π
2014
π
Elsevier Science
π
English
β 476 KB
Discovering a Profitable Trading Strateg
β
Ming-Chien Sung; Johnnie E. V. Johnson; John Peirson
π
Article
π
2012
π
John Wiley and Sons
π
English
β 671 KB
Rational expectations and market efficie
β
Matthew P. Schaefer; Robert J. Myers; Stephen R. Koontz
π
Article
π
2004
π
John Wiley and Sons
π
English
β 135 KB
π 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
Information, Pricing and Efficiency in C
β
RAYMOND M. LEUTHOLD; PHILIP GARCIA; NABIL CHAHERLI
π
Article
π
1992
π
John Wiley and Sons
π
English
β 510 KB
The Dynamics of Spot and Forward Prices
β
Jerome L. Stein
π
Article
π
1980
π
American Economic Association
π
English
β 507 KB