The Pricing Efficiency of Agricultural Futures Markets: An Analysis of Previous Research Results
Michael A. Hudson and
Mark Waller ()
Journal of Agricultural and Applied Economics, 1988, vol. 20, issue 1, 119-130
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.
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Journal Article: THE PRICING EFFICIENCY OF AGRICULTURAL FUTURES MARKETS: AN ANALYSIS OF PREVIOUS RESEARCH RESULTS (1988)
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Persistent link: https://EconPapers.repec.org/RePEc:cup:jagaec:v:20:y:1988:i:01:p:119-130_02
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