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Stochastic interest rates and price discovery in selected commodity markets
Zapata, Hector O.; Fortenbery, T. Randall - 1994
Persistent link: https://www.econbiz.de/10000905415
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An examination of cointegration relations between futures and local grain markets
Fortenbery, T. Randall - In: The journal of futures markets 13 (1993) 8, pp. 921-932
Persistent link: https://www.econbiz.de/10001158680
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Stochastic interest rates and price discovery in selected commodity markets
Zapata, Hector O. - In: Review of agricultural economics : RAE 18 (1996) 4, pp. 643-654
Persistent link: https://www.econbiz.de/10001211775
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Analysis of expected price dynamics between fluid milk futures contracts and cash prices for fluid milk
Fortenbery, T. Randall; Cropp, Robert A.; Zapata, Hector O. - 1997
Persistent link: https://www.econbiz.de/10010367732
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The effects of USDA reports in futures and options markets
Fortenbery, T. Randall - In: The journal of futures markets 13 (1993) 2, pp. 157-173
Persistent link: https://www.econbiz.de/10001141888
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Lead-lag relationships between trading volume and price variability : new evidence
García, Philip - In: The journal of futures markets 6 (1986) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10001135571