Intraday Market Effects in Electronic Soybean Futures Market during Non-Trading and Trading Hour Announcements
作者： Kishore Joseph , Philip Garcia
DOI: 10.1080/00036846.2017.1355542
关键词: Volatility swap 、 Algorithmic trading 、 Market reaction 、 Economics 、 Price discovery 、 Agribusiness 、 Financial economics 、 Futures market 、 Market efficiency 、 Agriculture
摘要: ABSTRACTThis article investigates market reactions to major United States Department of Agriculture announcements during non-trading and trading hours in the soybean futures using microstruc...
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