Impact of the price adjustment process and trading noise on return patterns of grain futures

Shi‐Miin Liu, Sarahelen Thompson and Paul Newbold

Journal of Futures Markets, 1992, vol. 12, issue 5, 575-585

Date: 1992
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://hdl.handle.net/

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:jfutmk:v:12:y:1992:i:5:p:575-585

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0270-7314
subscrip@blackwellpub.com

Access Statistics for this article

Journal of Futures Markets is currently edited by Robert I. Webb

More articles in Journal of Futures Markets from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley Content Delivery (contentdelivery@wiley.com).