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	Provedor de dados AgEcon (3) Autor Beltratti, Andrea (1) Bortolotti, Bernardo (1) Caccavaio, Marianna (1) Loy, Jens-Peter (1) Natcher, William C. (1) Weaver, Robert D. (1) Mais... Palavra-chave Market Efficiency (3) Beef Markets (1) Chinese Stock Market (1) Cointegration (1) Demand and Price Analysis (1) Event study (1) Financial Economics (1) Futures (1) G14 (1) GARCH (1) Hedging (1) Livestock Production/Industries (1) Market segmentation (1) Marketing (1) N25 (1) Pigs (1) Speculation (1) Mais... Tipo do documento Conference Paper or Presentation (2) Working or Discussion Paper (1) Ano 2009 (1) 2002 (1) 1999 (1) País United States (3) Idioma Inglês (3)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 3 Primeira ... 1 ... Última Stock Prices in a Speculative Market: The Chinese Split-Share Reform AgEcon Beltratti, Andrea; Caccavaio, Marianna; Bortolotti, Bernardo. In 2005-2006 China reformed its stock market by eliminating non-tradable shares. The regulator set general guidelines and then assigned responsibility for implementation to each company. We derive relations that should have been followed by the prices of stocks and exploit a company-level data set to compare the actual and the theoretical price reactions. We find evidence for abnormal returns both before the beginning of the reform and during the reform. Cross-sectionally, abnormal returns are associated mainly with turnover and compensation. This shows that in a speculative market, investors do not properly react to unambiguous corporate actions. Tipo: Working or Discussion Paper Palavras-chave: Speculation; Chinese Stock Market; Market segmentation; Event study; Market Efficiency; Financial Economics; G14; N25. Ano: 2009 URL: http://purl.umn.edu/50364 THE TRANSMISSION OF PRICE VOLATILITY IN THE BEEF MARKETS AgEcon Natcher, William C.; Weaver, Robert D.. This paper reconsiders the implications of efficient markets for transmission of price volatility across markets. Tests of volatility transmission are based on conditional variances. Results are reported for key grain and beef markets. Transmission across cash, futures, and options is considered. Tipo: Conference Paper or Presentation Palavras-chave: Cointegration; GARCH; Market Efficiency; Beef Markets; Demand and Price Analysis; Livestock Production/Industries. Ano: 1999 URL: http://purl.umn.edu/21511 Relative Forecasting and Hedging Efficiency of Agricultural Futures Markets in the European Union: Evidence for Slaughter Hog Contracts AgEcon Loy, Jens-Peter. The paper aims at analyzing the potentials for reducing income risk and income variation for slaughter hog producers in Germany and Holland by participating at futures markets in Amsterdam or Hannover. The relative market and hedging efficiency for the Amsterdam stock exchange markets is tested and the optimal hedge ratio is derived for minimizing risk and variance of slaughter hog gross margins (income). Relative market efficiency and a significant impact of hedging on income risk and variance can not be rejected. The results show that the optimal hedge ratio is smaller for variance compared to risk minimizing hedging strategy. Tipo: Conference Paper or Presentation Palavras-chave: Futures; Pigs; Market Efficiency; Hedging; Marketing. Ano: 2002 URL: http://purl.umn.edu/24849 Registros recuperados: 3 Primeira ... 1 ... Última

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