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	Provedor de dados AgEcon (1) Autor Irwin, Scott H. (1) Urcola, Hernan A. (1) Palavra-chave Agribusiness (1) Agricultural Finance (1) C15 (1) Contract redesign (1) Crop Production/Industries (1) Demand and Price Analysis (1) Farm Management (1) Financial Economics (1) G12 (1) G14 (1) Hog options (1) Livestock Production/Industries (1) Marketing (1) Mispricing perceptions (1) Production Economics (1) Productivity Analysis (1) Public Economics (1) Q13 (1) Research Methods/ Statistical Methods (1) Trading returns (1) Mais... Tipo do documento Journal Article (1) Ano 2010 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Hog Options: Contract Redesign and Market Efficiency AgEcon Urcola, Hernan A.; Irwin, Scott H.. This article tests the efficiency of the hog options market and assesses the impact of the 1996 contract redesign on efficiency. We find that the hog options market is efficient, but some options yielded excess returns during the live hogs period but not during the lean hogs period. Our findings indicate that the hog options market is efficient and is consistent with the new contract improving the efficiency of the market. However, other market conditions such as lower transaction costs during the lean hogs period can also contribute to reduce expected option returns during the latter period. Tipo: Journal Article Palavras-chave: Hog options; Mispricing perceptions; Contract redesign; Trading returns; Agribusiness; Agricultural Finance; Crop Production/Industries; Demand and Price Analysis; Farm Management; Financial Economics; Livestock Production/Industries; Marketing; Production Economics; Productivity Analysis; Public Economics; Research Methods/ Statistical Methods; C15; G12; G14; Q13. Ano: 2010 URL: http://purl.umn.edu/100518 Registros recuperados: 1 Primeira ... 1 ... Última

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