The impact of public and semi-public information on cotton futures market
Year of publication: |
Jul-Aug 2016
|
---|---|
Authors: | Xie, Ran ; Isengildina-Massa, O. ; Dwyer, Gerald P. <jun.> ; Sharp, J. L. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 34/36, p. 3416-3431
|
Subject: | Event study | GARCH model | public and semi-public information | USDA reports | volatility | Volatilität | Volatility | ARCH-Modell | ARCH model | Börsenkurs | Share price |
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