Do China's agricultural futures overreact to U.S. futures markets returns? : evidence from soybean and corn futures
Tao Xiong, Wenshu Lv, Guangcheng Fang, Weiyi Xia
| Year of publication: |
2025
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|---|---|
| Authors: | Xiong, Tao ; Lv, Wenshu ; Fang, Guangcheng ; Xia, Weiyi |
| Published in: |
The Australian journal of agricultural and resource economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-8489, ZDB-ID 2006393-3. - Vol. 69.2025, 2, p. 453-470
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| Subject: | extreme events | futures markets | night trading | overnight returns | overreaction | China | USA | United States | Sojabohne | Soybean | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative | Derivat | Derivative | Kapitaleinkommen | Capital income | Maismarkt | Maize market | Getreide | Grain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/1467-8489.12616 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015375219