@article{b54ecad296764c86bf99beb4a2a85e6d,
title = "The Relationship among Agricultural Futures, ETFs, and the US Stock Market",
author = "Yiuman Tse",
note = "Agriculture-related exchange-traded funds (ETFs) have become popular investments in recent years. I investigate the return dynamics among the agriculture ETFs, DBA and RJA (both traded on the New York Stock Exchange), their underlying futures, and the US stock market. ETF and futures returns are highly correlated and the results indicate a strong link between prices and public information.",
year = "2012",
language = "American English",
volume = "20",
journal = "Review of Futures Markets",
}