Identifying Abnormal Returns to Food and Agribusiness Stocks on Key Farm Policy Legislative Dates

Vista sencilla de ítem
dc.creatorDetre, Joshua D.
dc.creatorGunderson, Michael A.
dc.creatorBriggeman, Brian C.
dc.date2017-04-01T19:38:16Z
dc.date.accessioned2026-07-09T05:13:56Z
dc.descriptionThe efficient market hypothesis would suggest that stock prices incorporate the information revealed in the public process of creating legislation as the debate occurred. Thus, there should be no abnormal returns to agribusiness stocks on key legislative dates when drafting and altering the farm bill. Using an event study methodology, key legislative dates are tested for abnormal returns to firms that supply inputs to or process outputs of agricultural producers. Typically, agribusinesses react on the date legislation emerges from the joint House and Senate conference committee.
dc.identifierOther:0738-8950
dc.identifierdoi:10.22004/ag.econ.90551
dc.identifierhttps://ageconsearch.umn.edu/record/90551/files/JAB_Spr08__04_pp21-39.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/90551
dc.identifier.urihttp://hdl.handle.net/123456789/560817
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/90551
dc.titleIdentifying Abnormal Returns to Food and Agribusiness Stocks on Key Farm Policy Legislative Dates
dc.typeText

Archivos

Colecciones

University of Minnesota