USDA EXPORT SALES REPORT: IS IT NEWS?

This paper investigates whether the U.S. Export Sales report provides new information to the market. Event study methodology is used to evaluate the movement of futures prices on days around the release of the report. The results reveal that the information in the report is generally anticipated by traders.


Issue Date:
Aug 04 1991
Publication Type:
Conference Paper/ Presentation
Record Identifier:
http://ageconsearch.umn.edu/record/271260
Language:
English
Total Pages:
15




 Record created 2018-04-12, last modified 2018-04-12

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