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Search: subject:"Classified pricing"
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Agricultural Finance
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Bayesian methods
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Financial Economics
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Risk and Uncertainty
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classified pricing
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microstructure model
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stochastic volatility
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Dong, Fengxia
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Du, Xiaodong
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Agricultural and Applied Economics Association - AAEA
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2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota
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Heterogeneous Responses to Market Information and The Impact on Price Volatility and Trading Volume: The Case of Class III Milk Futures
Du, Xiaodong
;
Dong, Fengxia
-
Agricultural and Applied Economics Association - AAEA
-
2014
contract. The cash settlement and
classified
pricing
scheme distinguish milk futures from other commodities. We construct two …
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