A nonparametric search for information effects from USDA reports
Year of publication: |
January 2015
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Authors: | Dorfman, Jeffrey H. ; Karali, Berna |
Published in: |
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association. - Bozeman, Mont. [u.a.], ISSN 1068-5502, ZDB-ID 1121874-5. - Vol. 40.2015, 1, p. 124-143
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Subject: | futures markets | information value | nonparametric tests | USDA reports | Informationswert | Information value | Nichtparametrisches Verfahren | Nonparametric statistics | Ankündigungseffekt | Announcement effect | Informationsverhalten | Information behaviour | Börsenkurs | Share price |
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