INVESTIGATION OF PRICE DISCOVERY AND EFFICIENCY FOR CASH AND FUTURES COTTON PRICES

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dc.creatorBrorsen, B. Wade
dc.creatorBailey, DeeVon
dc.creatorRichardson, James W.
dc.date2017-04-01T13:55:21Z
dc.date.accessioned2026-07-09T04:16:55Z
dc.descriptionThe dynamic relationship between daily cash and futures prices is investigated using time series analysis. The procedure involves causality tests between the two price series. The results show that futures price movements lead cash prices, implying that prices are discovered in the futures market.
dc.identifierdoi:10.22004/ag.econ.32383
dc.identifierhttps://ageconsearch.umn.edu/record/32383/files/09010170.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/32383
dc.identifier.urihttp://hdl.handle.net/123456789/547550
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/32383
dc.titleINVESTIGATION OF PRICE DISCOVERY AND EFFICIENCY FOR CASH AND FUTURES COTTON PRICES
dc.typeText

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University of Minnesota