Do markets correct for smoothing in USDA crop production forecasts? : evidence from private analysts and futures prices
Year of publication: |
2017
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Authors: | Isengildina-Massa, Olga ; Karali, Berna ; Irwin, Scott H. |
Published in: |
Applied economic perspectives and policy. - Medford, MA : Wiley Periodicals LLC, ISSN 2040-5790, ZDB-ID 2518384-9. - Vol. 39.2017, 4, p. 559-583
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Subject: | market efficiency | smoothing | market surprise | price reaction | anticipation of information | corn | soybeans | wheat | predictable and unpredictable components of news | Prognoseverfahren | Forecasting model | Sojabohne | Soybean | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Prognose | Forecast | Mais | Maize | Rohstoffderivat | Commodity derivative |
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