1.
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aceo9603
EVALUATING THE HEDGING POTENTIAL OF THE LEAN HOG FUTURES CONTRACT
Ditsch, Mark W. ; Leuthold, Raymond M.
The lean hog futures contract is replacing the live hog futures contract at the Chicago Mercantile Exchange beginning with the February 1997 contract. The lean hog future [...]
English | 1996 | Working or Discussion Paper |
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2.
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aceo9701
AN ANALYSIS OF THE PROFILES AND MOTIVATIONS OF HABITUAL COMMODITY SPECULATORS
Canoles, W. Bruce ; Thompson, Sarahelen R. ; Irwin, Scott H. ; France, Virginia G.
The focus of this study is the habitual speculator in commodity futures markets. The speculator's activity broadens a market, creates essential liquidity, and performs an [...]
English | 1997 | Working or Discussion Paper |
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3.
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aceo9703
THE DISTRIBUTIONAL BEHAVIOR OF FUTURES PRICE SPREAD CHARGES: PARAMETRIC AND NONPARAMETRIC TESTS FOR GOLD, T-BONDS, CORN AND LIVE CATTLE
Kim, MinKyoung ; Leuthold, Raymond M.
The distributional behavior for futures price spread changes is examined through parametric and nonparametric tests on four different commodities: corn and live cattle, a [...]
English | 1997 | Working or Discussion Paper |
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4.
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aceo9605
CROP YIELD AND PRICE DISTRIBUTIONAL EFFECTS ON REVENUE HEDGING
Tirupattur, Viswanath ; Hauser, Robert J. ; Chaherli, Nabil M.
The use of crop yield futures contracts is examined. The expectation being modeled here reflects that of an Illinois corn and soybeans producer at planting, of revenue re [...]
English | 1996 | Working or Discussion Paper |
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5.
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aceo9602
NOISE TRADE DEMAND IN FUTURES MARKETS
Sanders, Dwight R. ; Irwin, Scott H. ; Leuthold, Raymond M.
Theoretical noise trader models suggest that uninformed traders can impact market prices. However, these models' conclusions depend crucially on the assumed specification [...]
English | 1996 | Working or Discussion Paper |
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