predictor of realized volatility, with bias most pronounced in live cattle. While significant returns exist from several … positions, strategies are strongly affected by drifts in futures prices. However, returns from live cattle puts are persistent …, and evidence from 30-day straddle returns indicates the live cattle market overprices volatility. Overpricing is …

biased and inefficient predictor ofrealized volatility, with bias most prominent in live cattle. While significant returns ….However, the returns from selling live cattle puts are persistent, and evidence from straddlereturns identifies that the market …

upwardly biased and inefficient predictor of realized volatility, with bias most prominent in live cattle. While significant …. However, the returns from selling live cattle puts are persistent, and evidence from straddle returns identifies that the …

Feeder cattle are fattened to become fed live cattle six months later. The U.S. feeder cattle industry is intensively … fed cattle prices. Employing a long time series (1979-2004) of feeder cattle futures, live cattle futures, and local corn … the live cattle price leads to an increase of approximately $1.48 per hundred pounds in the feeder cattle price in one …

identify how the order flow moves prices become important information. We estimate market depth for lean hogs and live cattle …

making for operations in the live cattle futuresmarkets. …

, an efficiency indicator for the BM&F livecattle future market was estimated. With regard to live cattle, the dailytime … live cattle, evidencesof co-integration on contracts with maturity month on March, April,September, October and November of … may beuseful for price discovery of live cattle. …