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The Response Of Futures Prices To New Market Information: The Case Of Live Hogs

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  • Miller, Stephen E.

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  • Miller, Stephen E., 1979. "The Response Of Futures Prices To New Market Information: The Case Of Live Hogs," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 11(1), pages 1-4, July.
    • Handle: RePEc:ags:sojoae:29541
    DOI: 10.22004/ag.econ.29541
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    References listed on IDEAS

    as
    1. Leuthold, Raymond M, 1972. "Random Walk and Price Trends: The Live Cattle Futures Market," Journal of Finance, American Finance Association, vol. 27(4), pages 879-889, September.
    2. Larson, Arnold B., 1960. "Measurement of a Random Process in Futures Prices," WAEA/ WFEA Conference Archive (1929-1995) 323441, Western Agricultural Economics Association.
    3. Stevenson, Richard A & Bear, Robert M, 1970. "Commodity Futures: Trends or Random Walks?," Journal of Finance, American Finance Association, vol. 25(1), pages 65-81, March.
    4. Fama, Eugene F, et al, 1969. "The Adjustment of Stock Prices to New Information," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(1), pages 1-21, February.
    5. Larson, Arnold B., 1960. "Measurement of a Random Process in Futures Prices," Food Research Institute Studies, Stanford University, Food Research Institute, vol. 1(3), pages 1-12.
    6. Raymond M. Leuthold, 1974. "The Price Performance on the Futures Market of a Nonstorable Commodity: Live Beef Cattle," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 56(2), pages 271-279.
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    Citations

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    Cited by:

    1. Mueller, Rolf A.E. & Sumner, Daniel A., 1985. "Are Crop Forecasts News? The Impact of U.S.D.A. Announcements on Futures Market Prices," 1985 Annual Meeting, August 4-7, Ames, Iowa 278570, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Skold, Karl Durwood, 1989. "The integration of alternative information systems: an application to the Hogs and Pigs report," ISU General Staff Papers 1989010108000010239, Iowa State University, Department of Economics.
    3. Frank, Julieta & Garcia, Philip & Irwin, Scott H., 2008. "To What Surprises Do Hog Futures Markets Respond?," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 40(1), pages 73-87, April.
    4. Ward, Clement E., 1980. "Toward A Performance Evaluation Of The Carcass Beef Market - Weak Form Test Of The Efficient Markets Model," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 12(1), pages 1-7, July.
    5. Bunek, Gabriel D. & Janzen, Joseph P., 2024. "Does public information facilitate price consensus? Characterizing USDA announcement effects using realized volatility," Journal of Commodity Markets, Elsevier, vol. 33(C).
    6. Choi, Jin Wook, 1982. "An analysis of price responses to public information: a case study of the USDA corn crop forecasts," ISU General Staff Papers 198201010800008030, Iowa State University, Department of Economics.
    7. Dhuyvetter, Kevin C. & Schroeder, Ted C. & Parcell, Joseph L., 1997. "The Effect of USDA Cattle on Feed Reports on Feeder Cattle Futures Prices," 1997 Annual Meeting, July 13-16, 1997, Reno\ Sparks, Nevada 35751, Western Agricultural Economics Association.
    8. Kitchen, John, 1988. "Agricultural Futures Prices And New Information," Staff Reports 278066, United States Department of Agriculture, Economic Research Service.
    9. Taylor, Christopher W., 2012. "Market Reactions to USDA Reports: State Analysis of Corn Price Response," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124661, Agricultural and Applied Economics Association.
    10. Colling, Phil L. & Irwin, Scott H. & Zulauf, Carl R., 1991. "The Reaction Of Livestock Futures Prices To New Information," 1991 Annual Meeting, August 4-7, Manhattan, Kansas 271203, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    11. Colling, Phil L. & Irwin, Scott H., 1989. "The Reaction Of Live Hog Futures Prices To Usda Hogs And Pigs Reports," 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana 270490, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    12. Michael K Adjemian & Robert Johansson & Andrew McKenzie & Michael Thomsen, 2018. "Was the Missing 2013 WASDE Missed?," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 40(4), pages 653-671, December.
    13. Koontz, Stephen R. & Hudson, Michael A. & Purcell, Wayne D., 1984. "The Impact Of Hog And Pig Reports On Live Hog Futures Prices: An Event Study Of Market Efficiency," 1984 Annual Meeting, August 5-8, Ithaca, New York 278981, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

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    Demand and Price Analysis;

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