[HTML][HTML] Technology and automation in financial trading: a bibliometric review
In this bibliometric study, the significant transformations in the financial sector brought about
by automation and technological advancements from 1984 to 2022 are explored. A total of …
by automation and technological advancements from 1984 to 2022 are explored. A total of …
USDA announcement effects in real‐time
MK Adjemian, SH Irwin - American Journal of Agricultural …, 2018 - Wiley Online Library
Abstract In 2012, the Chicago Board of Trade eliminated a morning trading halt that
coincided with the normal publication time for important USDA commodity reports …
coincided with the normal publication time for important USDA commodity reports …
What do we know about the value and market impact of the US Department of Agriculture reports?
The purpose of this paper is to comprehensively review the literature on the value and
impact of the US Department of Agriculture (USDA) reports and discuss theoretical issues …
impact of the US Department of Agriculture (USDA) reports and discuss theoretical issues …
Gone in ten minutes: Intraday evidence of announcement effects in the electronic corn futures market
This article investigates the announcement effects of major USDA reports using intraday
Chicago Board of Trade corn futures prices and trading volume from the electronic trading …
Chicago Board of Trade corn futures prices and trading volume from the electronic trading …
Heterogeneous traders, liquidity, and volatility in crude oil futures market
We are the first to analyze the relation between liquidity, volatility, and return distributions for
the crude oil futures market. We do this by using a quantile regression method while most of …
the crude oil futures market. We do this by using a quantile regression method while most of …
Price discovery in agricultural futures markets: Should we look beyond the best bid‐ask spread?
M Arzandeh, J Frank - American Journal of Agricultural …, 2019 - Wiley Online Library
Price discovery is the incorporation of information to prices through the actions of traders.
Previous studies in financial markets have found evidence that informed traders may submit …
Previous studies in financial markets have found evidence that informed traders may submit …
Measuring price discovery between nearby and deferred contracts in storable and nonstorable commodity futures markets
Using price discovery measures, including Putniņš'(2013) information leadership share and
intraday data, we quantify the proportional contribution of nearby and deferred contracts in …
intraday data, we quantify the proportional contribution of nearby and deferred contracts in …
The value of USDA announcements in the electronically traded corn futures market: a modified sufficient test with risk adjustments
The paper assesses the value of USDA information in the electronic corn futures markets.
While recent research has documented large price volatility spikes after USDA …
While recent research has documented large price volatility spikes after USDA …
The components of the bid‐ask spread: Evidence from the corn futures market
This article examines whether USDA announcements and commodity index fund rolling
activity have an impact on liquidity costs, measured by the bid‐ask spread. Using Huang …
activity have an impact on liquidity costs, measured by the bid‐ask spread. Using Huang …
The impact of the change in USDA announcement release procedures on agricultural commodity futures
I Indriawan, V Martinez, Y Tse - Journal of Commodity Markets, 2021 - Elsevier
Abstract In August 2018, the US Department of Agriculture (USDA) ceased its practice of
early media access during lockup, in which the news media have access to crop and …
early media access during lockup, in which the news media have access to crop and …