Estimating the structure of market reaction to news : information events and lumber futures prices
Year of publication: |
2005
|
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Authors: | Rucker, Randal R. ; Thurman, Walter N. ; Yoder, Jonathan K. |
Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 87.2005, 2, p. 482-500
|
Subject: | Holz | Wood | Rohstoffderivat | Commodity derivative | Ankündigungseffekt | Announcement effect | Regressionsanalyse | Regression analysis | USA | United States | 1986-1998 |
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