Nothing Special   »   [go: up one dir, main page]
create a website
Should macroeconomic information be released during trading breaks in futures markets?. (2018). Garcia, Michael ; Frino, Alex.
In: Journal of Futures Markets.
RePEc:wly:jfutmk:v:38:y:2018:i:7:p:775-787.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 15

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Informed options trading around holidays. (2021). Yu, Jinyoung ; Ryu, Doojin.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:5:p:658-685.

    Full description at Econpapers || Download paper

  2. The impact of the change in USDA announcement release procedures on agricultural commodity futures. (2021). Tse, Yiuman ; Martinez, Valeria ; Indriawan, Ivan.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:23:y:2021:i:c:s240585132030026x.

    Full description at Econpapers || Download paper

  3. The market response to government crop news under different release regimes. (2020). Irwin, Scott H ; Adjemian, Michael K.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300753.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adjemian, M. K. (2012). Quantifying the WASDE announcement effect. American Journal of Agricultural Economics, 94, 238–256.

  2. Christie, W. G., Corwin, S. A., & Harris, J. H. (2002). Nasdaq trading halts: The impact of market mechanisms on prices, trading activity, and execution costs. Journal of Finance, 57, 1443–1478.

  3. Frino, A., Jones, S., Lepone, A., & Wong, J. B. (2014). Market behavior of institutional investors around bankruptcy announcements. Journal of Business Finance & Accounting, 41, 270–295.

  4. Frino, A., Lecce, S., & Segara, R. (2011). The impact of trading halts on liquidity and price volatility: Evidence from the Australian Stock Exchange. Pacific‐Basin Finance Journal, 19, 298–307.

  5. International Organization of Securities Commissions [IOSCO]. (2002). Report on trading halts and market closures. IOSCO.
    Paper not yet in RePEc: Add citation now

  6. Isengildina‐Massa, O., Irwin, S. H., Good, D. L., & Gomez, J. K. (2008). The impact of situation and outlook information in corn and soybean futures markets: Evidence from WASDE reports. Journal of Agricultural and Applied Economics, 40, 89–103.

  7. Kaufman, N. (2013). Have extended trading hours made agricultural commodity markets riskier? Economic Review (Kansas City), 98, 67–94.
    Paper not yet in RePEc: Add citation now

  8. Lee, C. M. C., Mucklow, B., & Ready, M. J. (1993). Spreads, depths, and the impact of earnings information: An intraday analysis. Review of Financial Studies, 6, 345–374.

  9. Lee, C. M. C., Ready, M. J., & Seguin, P. J. (1994). Volume, volatility, and New York Stock Exchange trading halts. Journal of Finance, 49, 183–214.

  10. Lehecka, G. V., Wang, X., & Garcia, P. (2014). Gone in ten minutes: Intraday evidence of announcement effects in the electronic corn futures market. Applied Economic Perspectives and Policy, 36, 504–526.

  11. Martens, M., & Van Dijk, D. (2007). Measuring volatility with the realized range. Journal of Econometrics, 138, 181–207.

  12. McInish, T. H., & Wood, R. A. (1992). An analysis of intraday patterns in bid/ask spreads for NYSE stocks. Journal of Finance, 47, 753–764.

  13. Webb, R. I., & Smith, D. G. (1994). The effect of market opening and closing on the volatility of Eurodollar futures prices. Journal of Futures Markets, 14, 51–78.

  14. Wright, B. D. (2011). The economics of grain price volatility. Applied Economic Perspectives & Policy, 33, 32–58.

  15. Wright, B. D. (2012). International grain reserves and other instruments to address volatility in grain markets. World Bank Research Observer, 27, 222–260.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Risky times: Seasonality and event risk of commodities. (2024). Boos, Dominik.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:44:y:2024:i:5:p:767-783.

    Full description at Econpapers || Download paper

  2. Forecasting Agriculture Commodity Futures Prices with Convolutional Neural Networks with Application to Wheat Futures. (2024). Sonner, Daniel ; Chan, Leo H ; Thaker, Avi.
    In: JRFM.
    RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:143-:d:1369047.

    Full description at Econpapers || Download paper

  3. Precipitation events and local corn prices: evidence from Brazil. (2023). Calef, Andrea ; Junior, Geraldo Costa.
    In: University of East Anglia School of Economics Working Paper Series.
    RePEc:uea:ueaeco:2023-04.

    Full description at Econpapers || Download paper

  4. Forecasting the U.S. season-average farm price of corn: Derivation of an alternative futures-based forecasting model. (2023). Hoffman, Linwood ; Adam, Brian ; Farhangdoost, Sara ; Etienne, Xiaoli L.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000235.

    Full description at Econpapers || Download paper

  5. Can a rational expectation storage model explain the USDA ending grain stocks forecast errors?. (2022). Li, Ziran ; Zhang, Tianyang.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:3:p:313-337.

    Full description at Econpapers || Download paper

  6. Market uncertainty and sentiment around USDA announcements. (2022). Robe, Michel A ; A N, .
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:2:p:250-275.

    Full description at Econpapers || Download paper

  7. War in Ukraine: The Rationale “Wait-and-See” Mode of Global Food Markets. (2022). Legrand, Nicolas.
    In: Working Papers SMART.
    RePEc:rae:wpaper:202207.

    Full description at Econpapers || Download paper

  8. How do USDA announcements affect international commodity prices?. (2022). Ke, Yangmin ; McKenzie, Andrew M.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000726.

    Full description at Econpapers || Download paper

  9. Global commodity market disruption and the fallout. (2022). Ubilava, David ; Ferguson, Shon.
    In: Australian Journal of Agricultural and Resource Economics.
    RePEc:bla:ajarec:v:66:y:2022:i:4:p:737-752.

    Full description at Econpapers || Download paper

  10. War in Ukraine: The Rationale “Wait-and-See” Mode of Global Food Markets. (2022). Legrand, Nicolas.
    In: Working Papers.
    RePEc:ags:inrasl:327330.

    Full description at Econpapers || Download paper

  11. .

    Full description at Econpapers || Download paper

  12. The Rationality of USDA Forecasts under Multivariate Asymmetric Loss. (2021). Kuethe, Todd ; Katchova, Ani L ; Bora, Siddhartha S.
    In: American Journal of Agricultural Economics.
    RePEc:wly:ajagec:v:103:y:2021:i:3:p:1006-1033.

    Full description at Econpapers || Download paper

  13. When does USDA information have the most impact on crop and livestock markets?. (2021). Adjemian, Michael ; Irwin, Scott H ; Karali, Berna ; Cao, Xiang ; Isengildina-Massa, Olga ; Johansson, Robert C.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300143.

    Full description at Econpapers || Download paper

  14. The 2019 government shutdown increased uncertainty in major agricultural commodity markets. (2021). Adjemian, Michael K ; Goyal, Raghav.
    In: Food Policy.
    RePEc:eee:jfpoli:v:102:y:2021:i:c:s0306919221000415.

    Full description at Econpapers || Download paper

  15. The Value of USDA Announcements in the Electronically Traded Corn Futures Market: A Modified Sufficient Test with Risk Adjustments. (2021). Garcia, Philip ; Serra, Teresa ; Huang, Joshua.
    In: Journal of Agricultural Economics.
    RePEc:bla:jageco:v:72:y:2021:i:3:p:712-734.

    Full description at Econpapers || Download paper

  16. How Scary Are Food Scares? Evidence from Animal Disease Outbreaks. (2020). Karali, Berna ; Houser, Matthew.
    In: Applied Economic Perspectives and Policy.
    RePEc:wly:apecpp:v:42:y:2020:i:2:p:283-306.

    Full description at Econpapers || Download paper

  17. The Value of Public Information in Storable Commodity Markets: Application to the Soybean Market. (2020). Gouel, Christophe.
    In: American Journal of Agricultural Economics.
    RePEc:wly:ajagec:v:102:y:2020:i:3:p:846-865.

    Full description at Econpapers || Download paper

  18. Incorporating Uncertainty into USDA Commodity Price Forecasts. (2020). Adjemian, Michael ; Robe, Michel A ; Bruno, Valentina G.
    In: American Journal of Agricultural Economics.
    RePEc:wly:ajagec:v:102:y:2020:i:2:p:696-712.

    Full description at Econpapers || Download paper

  19. The market response to government crop news under different release regimes. (2020). Irwin, Scott H ; Adjemian, Michael K.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300753.

    Full description at Econpapers || Download paper

  20. Measuring price discovery between nearby and deferred contracts in storable and nonstorable commodity futures markets. (2020). Mallory, Mindy ; Hu, Zhepeng ; Garcia, Philip ; Serra, Teresa.
    In: Agricultural Economics.
    RePEc:bla:agecon:v:51:y:2020:i:6:p:825-840.

    Full description at Econpapers || Download paper

  21. Market Uncertainty and Sentiment around USDA Announcements. (2020). Robe, Michel A ; An, Nguyen Que.
    In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri.
    RePEc:ags:aaea20:304497.

    Full description at Econpapers || Download paper

  22. Time-Varying Storage Announcement Effect in Natural Gas Market. (2020). Etienne, Xiaoli L ; Farhangdoost, Sara.
    In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri.
    RePEc:ags:aaea20:304476.

    Full description at Econpapers || Download paper

  23. The Impact of Public Information on Commodity Market Performance : The Response of Corn Futures to USDA Corn Production Forecasts. (2020). Hoffman, Linwood A ; Arnade, Carlos Anthony.
    In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri.
    RePEc:ags:aaea20:304181.

    Full description at Econpapers || Download paper

  24. The Potential Implications of “Big Ag Data” for USDA Forecasts. (2019). Tack, Jesse ; Coble, Keith ; Barnett, Barry ; Harri, Ardian ; Johansson, Robert.
    In: Applied Economic Perspectives and Policy.
    RePEc:wly:apecpp:v:41:y:2019:i:4:p:668-683.

    Full description at Econpapers || Download paper

  25. An empirical analysis of the correlation between large daily changes in grain and oil futures prices. (2019). Fretheim, Torun .
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:14:y:2019:i:c:p:66-75.

    Full description at Econpapers || Download paper

  26. Are USDA reports still news to changing crop markets?. (2019). Karali, Berna ; Irwin, Scott H ; Isengildina-Massa, Olga ; Johansson, Robert ; Adjemian, Michael K.
    In: Food Policy.
    RePEc:eee:jfpoli:v:84:y:2019:i:c:p:66-76.

    Full description at Econpapers || Download paper

  27. Use and relevance of European Union crop monitoring and yield forecasts. (2019). van der Velde, Marijn ; van den Berg, Maurits ; Santini, Fabien ; Niemeyer, Stefan ; El-Aydam, Mohamed ; Biavetti, Irene.
    In: Agricultural Systems.
    RePEc:eee:agisys:v:168:y:2019:i:c:p:224-230.

    Full description at Econpapers || Download paper

  28. Surprise and dispersion: informational impact of USDA announcements. (2019). Frijns, Bart ; TouraniRad, Alireza ; Indriawan, Ivan ; FernandezPerez, Adrian .
    In: Agricultural Economics.
    RePEc:bla:agecon:v:50:y:2019:i:1:p:113-126.

    Full description at Econpapers || Download paper

  29. Should macroeconomic information be released during trading breaks in futures markets?. (2018). Garcia, Michael ; Frino, Alex.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:7:p:775-787.

    Full description at Econpapers || Download paper

  30. Was the Missing 2013 WASDE Missed?. (2018). Thomsen, Michael ; McKenzie, Andrew ; Johansson, Robert ; Adjemian, Michael K.
    In: Applied Economic Perspectives and Policy.
    RePEc:wly:apecpp:v:40:y:2018:i:4:p:653-671.

    Full description at Econpapers || Download paper

  31. The components of the bid†ask spread: Evidence from the corn futures market. (2018). Garcia, Philip ; Mallory, Mindy ; Shang, Quanbiao .
    In: Agricultural Economics.
    RePEc:bla:agecon:v:49:y:2018:i:3:p:381-393.

    Full description at Econpapers || Download paper

  32. Information Content of USDA Rice Reports and Price Reactions of Rice Futures. (2017). McKenzie, Andrew M ; Darby, Jessica L.
    In: Agribusiness.
    RePEc:wly:agribz:v:33:y:2017:i:4:p:552-568.

    Full description at Econpapers || Download paper

  33. Inventory shocks and the oil–ethanol–grain price nexus. (2017). Plante, Michael ; Dhaliwal, Navi .
    In: Economics Letters.
    RePEc:eee:ecolet:v:156:y:2017:i:c:p:58-60.

    Full description at Econpapers || Download paper

  34. Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets. (2017). serra, teresa ; Garcia, Philip ; Mallory, Mindy ; Hu, Zhepeng.
    In: Papers.
    RePEc:arx:papers:1711.03506.

    Full description at Econpapers || Download paper

  35. Surprise and Dispersion: Informational Impact of USDA Announcements. (2017). Frijns, Bart ; Tourani-Rad, Alireza ; Indriawan, Ivan ; Fernandez-Perez, Adrian.
    In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois.
    RePEc:ags:aaea17:259208.

    Full description at Econpapers || Download paper

  36. Identifying the Impact of Financialization in Commodity Futures Prices from Index Rebalancing. (2017). Sanders, Dwight R ; Irwin, Scott H ; Yan, Lei.
    In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois.
    RePEc:ags:aaea17:258504.

    Full description at Econpapers || Download paper

  37. Too much information? How relevant are agricultural reports that provide similar information?. (2017). Mattos, Fabio ; Kaus, Taylor T.
    In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois.
    RePEc:ags:aaea17:258367.

    Full description at Econpapers || Download paper

  38. Not Lost in Translation: The Impact of USDA Reports on International Corn Markets. (2017). Adjemian, Michael ; Arnade, Carlos Anthony.
    In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois.
    RePEc:ags:aaea17:258362.

    Full description at Econpapers || Download paper

  39. A Temporal Impact Assessment Method for the Informational Content of USDA Reports in Corn and Soybean Futures Markets. (2017). Shonkwiler, J ; Ying, Jiahui.
    In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois.
    RePEc:ags:aaea17:258201.

    Full description at Econpapers || Download paper

  40. The impact of public and semi-public information on cotton futures market. (2016). Dwyer, Gerald ; Sharp, J L ; Isengildina-Massa, O ; Xie, R.
    In: Applied Economics.
    RePEc:taf:applec:v:48:y:2016:i:36:p:3416-3431.

    Full description at Econpapers || Download paper

  41. Responses to market information and the impact on price volatility and trading volume: the case of Class III milk futures. (2016). dong, fengxia ; Du, Xiaodong.
    In: Empirical Economics.
    RePEc:spr:empeco:v:50:y:2016:i:2:d:10.1007_s00181-015-0933-z.

    Full description at Econpapers || Download paper

  42. Forward‐Looking USDA Price Forecasts. (2016). Robe, Michel ; Adjemian, Michael ; Bruno, Valentina G.
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
    RePEc:ags:aaea16:235931.

    Full description at Econpapers || Download paper

  43. The Value of Government Information in an Era of Declining Budgets. (2016). Johansson, Robert ; Adjemian, Michael ; Thomsen, Michael ; McKenzie, Andrew .
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
    RePEc:ags:aaea16:235811.

    Full description at Econpapers || Download paper

  44. Intraday Market Effects in Electronic Soybean Futures Market during Non-Trading and Trading Hour Announcements. (2016). Garcia, Philip ; Joseph, Kishore .
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
    RePEc:ags:aaea16:235772.

    Full description at Econpapers || Download paper

  45. Changes in Informational Value and the Market Reaction to USDA Reports in the Big Data Era. (2016). Karali, Berna ; Irwin, Scott ; Adjemian, Michael ; Isengildina-Massa, Olga.
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
    RePEc:ags:aaea16:235580.

    Full description at Econpapers || Download paper

  46. Essays on the forecasts of ending stocks. (2015). Xiao, Jinzhi.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:201501010800005902.

    Full description at Econpapers || Download paper

  47. A Nonparametric Search for Information Effects from USDA Reports. (2015). Karali, Berna ; Dorfmann, Jeffrey .
    In: Journal of Agricultural and Resource Economics.
    RePEc:ags:jlaare:197380.

    Full description at Econpapers || Download paper

  48. The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market. (2014). Irwin, Scott ; Garcia, Philip ; Wang, Xiaoyang.
    In: American Journal of Agricultural Economics.
    RePEc:oup:ajagec:v:96:y:2014:i:2:p:557-577..

    Full description at Econpapers || Download paper

  49. Evaluation of Selected USDA WAOB and NASS Forecasts and Estimates in Corn and Soybeans. (2014). Irwin, Scott ; Good, Darrel L. ; Sanders, Dwight R..
    In: Marketing and Outlook Research Reports.
    RePEc:ags:uiucmr:183477.

    Full description at Econpapers || Download paper

  50. USDA AND PRIVATE ANALYSTS FORECASTS OF ENDING STOCKS: HOW GOOD ARE THEY?. (2014). Lence, Sergio ; Hart, Chad ; Xiao, Jinzhi.
    In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota.
    RePEc:ags:aaea14:170642.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-25 21:10:26 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.