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VOLATILITY OF CASH CORN PRICES BY DAY-OF-THE-WEEK

Richard K. Rudel and Francis P. McCamley

No 21873, 2000 Annual meeting, July 30-August 2, Tampa, FL from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: The volatility of St. Louis cash corn bids by day-of-the-week is examined for the period September 1992 through August 1999. Thursday to Friday, Friday to Monday and Friday to Tuesday (with a holiday on Monday) price changes tend to be larger than other day-to-day changes.

Keywords: Financial Economics; Marketing (search for similar items in EconPapers)
Pages: 18
Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea00:21873

DOI: 10.22004/ag.econ.21873

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