Check out a few recent students publications below.
Is Liquidity Provision Informative? Evidence from Agricultural Futures Markets
American Journal of Agricultural Economics
Price Connectedness in US Ethanol Terminal Markets
Energy Economics, Vol 124, 106759
“Fast Money” around Federal Statistics Releases
American Journal of Agricultural Economics
Are Price Limits Cooling Off Agricultural Futures Markets?
American Journal of Agricultural Economics, Vol 104, No. 5, 1724-1746
New Evidence on Market Response to Public Announcements in the presence of Microstructure Noise
European Review of Operational Research, Vol 298, No. 2, 785-800
Looking Under the Surface: An Analysis of Iceberg Orders in the U.S. Agricultural Futures Markets
Agricultural Economics, Vol 52, No. 4, 679-699
Liquidity Costs During Flash Events in the Corn and Lean Hog Futures Market
American Journal of Agricultural Economics, Vol 103, No. 2, 743-764
Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets?
Agricultural Economics, Vol 51, No.6, 825-840
Are Corn Futures Prices Getting Jumpy?
American Journal of Agricultural Economics, Vol 102, No.2, 569-588
Microstructure Noise and Realized Variance in the Live Cattle Futures Market
American Journal of Agricultural Economics, Vol 101, No.2, 563-578