Information Shares in Canadian Agricultural Cash and Futures Markets

Yiuman Tse; Paul Brockman

Information Shares in Canadian Agricultural Cash and Futures Markets

Yiuman Tse
, Paul Brockman

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Applied Economics Letters
Volume	2
State	Published - 1995

Disciplines

Business

Cite this

@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",

}

TY - JOUR

T1 - Information Shares in Canadian Agricultural Cash and Futures Markets

AU - Tse, Yiuman

AU - Brockman, Paul

N1 - 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.

PY - 1995

Y1 - 1995

UR - https://www.tandfonline.com/doi/abs/10.1080/758518983

M3 - Article

VL - 2

JO - Applied Economics Letters

JF - Applied Economics Letters

ER -

Information Shares in Canadian Agricultural Cash and Futures Markets

Disciplines

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