“Fast money” around Federal Statistics Releases
American Journal of Agricultural Economics
Market Response to Public Announcements in the presence of Microstructure Noise
European Review of Operational Research American Journal of Agricultural Economics
Liquidity Costs During Flash Events in the Corn and Lean Hog Futures Market
American Journal of Agricultural Economics
Microstructure Noise in Live Cattle Futures
American Journal of Agricultural Economics American Journal of Agricultural Economics
Are Price Limits Cooling Off Agricultural Futures Markets?
American Journal of Agricultural Economics Agricultural Economics
Looking under the surface: An analysis of iceberg orders in the U.S. agricultural futures markets
Agricultural Economics
Measuring Price Discovery between Nearby and Deferred Contracts in Futures Markets?
Agricultural Economics American Journal of Agricultural Economics
Are Corn Futures Prices Getting Jumpy?
American Journal of Agricultural Economics