@article{7dfeb973161042149893301eb2cb793f,
title = "Information Shares in Canadian Agricultural Cash and Futures Markets",
author = "Yiuman Tse and Paul Brockman",
note = "This paper examines the information shares in four pairs of Canadian agricultural cash and futures markets by exploring their cointegrating relationships. Using error correction models (ECMs) and Hasbrouck's econometric method of estimating information shares, the results show that the price discovery process is most pronounced in the futures market.",
year = "1995",
language = "American English",
volume = "2",
journal = "Applied Economics Letters",
}