Surprise and dispersion: informational impact of USDA announcements
Author:
Affiliation:
1. Department of Finance; Auckland University of Technology; 1042 Auckland New Zealand
2. Department of Accounting and Finance; University of Bristol; BS8 1TU Bristol UK
Funder
Faculty of Business, Economics and Law, Auckland University of Technology
Publisher
Wiley
Subject
Economics and Econometrics,Agronomy and Crop Science
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/agec.12470/fullpdf
Reference34 articles.
1. Abbott , C. 2012 USDA sets new release time for big agricultural reports
2. Quantifying the WASDE announcement effect;Adjemian;Am. J. Agric. Econ.,2012
3. Informed trading in the index option market;Ahn;J. Futures Markets,2008
4. Micro effects of macro announcements: Real-time price discovery in foreign exchange;Andersen;Am. Econ. Rev. March,2003
5. Market reaction to information shocks: Does the Bloomberg and Briefing.com survey matter;Chen;J. Futures Markets,2013
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