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Lead-lag price relationships between thinly and heavily traded commodity futures markets

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  • Carter, Colin A.
  • Rausser, Gordon C.

Abstract

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  • Carter, Colin A. & Rausser, Gordon C., 1983. "Lead-lag price relationships between thinly and heavily traded commodity futures markets," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt0xk1k6bd, Department of Agricultural & Resource Economics, UC Berkeley.
    • Handle: RePEc:cdl:agrebk:qt0xk1k6bd
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    References listed on IDEAS

    as
    1. Pierce, David A. & Haugh, Larry D., 1977. "Causality in temporal systems : Characterization and a survey," Journal of Econometrics, Elsevier, vol. 5(3), pages 265-293, May.
    2. Stein, Jerome L, 1981. "Speculative Price: Economic Welfare and the Idiot of Chance," The Review of Economics and Statistics, MIT Press, vol. 63(2), pages 223-232, May.
    3. Larry D. Haugh & David A. Pierce, 1977. "Causality in temporal systems: characterizations and a survey," Special Studies Papers 87, Board of Governors of the Federal Reserve System (U.S.).
    4. Gray, Roger W., 1960. "The Characteristic Bias in Some Thin Futures Markets," Food Research Institute Studies, Stanford University, Food Research Institute, vol. 1(3), pages 1-17.
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