Estimating the structure of market reaction to news: Information events and lumber futures prices

American Journal of Agricultural Economics

Volumn 87, Issue 2, 2005, Pages 482-500

  Rucker, Randal R ^a   Thurman, Walter N ^b   Yoder, Jonathan K ^c  

^a MONTANA STATE UNIVERSITY   (United States)

^b NORTH CAROLINA STATE UNIVERSITY   (United States)

^c WASHINGTON STATE UNIVERSITY   (United States)

Author keywords

Event studies; Futures; Lumber markets

Indexed keywords

PRICE DETERMINATION; TIMBER MARKET;

NORTH AMERICA; UNITED STATES; WESTERN HEMISPHERE; WORLD;

EID: 18844376834     PISSN: 00029092     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-8276.2005.00736.x     Document Type: Article

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