The pricing efficiency of agricultural futures markets: an analysis of previous research results

Philip Garcia, M. A. Hudson, M. L. Waller

Research output: Contribution to journalArticle

Abstract

The analysis examines quantitatively the findings of previous studies of the pricing efficiency of various agricultural markets using a logit framework. The findings provide insight into the importance of commodity characteristics, uncertainty, and testing procedures used on the results of past research of pricing efficiency. The study also identifies several areas for further research. -Authors

Original languageEnglish (US)
Pages (from-to)119-130
Number of pages12
JournalSouthern Journal of Agricultural Economics
Volume20
Issue number1
StatePublished - Jan 1 1988

Fingerprint

futures trading
agricultural market
Costs and Cost Analysis
market
Research
products and commodities
commodity
Uncertainty
uncertainty
markets
testing
analysis
Pricing efficiency
Futures markets

ASJC Scopus subject areas

  • Environmental Science(all)
  • Earth and Planetary Sciences(all)

Cite this

The pricing efficiency of agricultural futures markets : an analysis of previous research results. / Garcia, Philip; Hudson, M. A.; Waller, M. L.

In: Southern Journal of Agricultural Economics, Vol. 20, No. 1, 01.01.1988, p. 119-130.

Research output: Contribution to journalArticle

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