Economics, Econometrics and Finance
8 years ago

Market participants' interactions drive extreme price movements in wheat futures markets.

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SSRN Electronic Journal
The Impact of Market Participantss Interaction on Futures Prices: Comparing Three U.S. Wheat Futures Markets
David Llistar i Bosch

Paper Summary

The extreme price movements in U.S. wheat futures markets in 2007/08 and 2010 were not solely due to supply and demand. The activity of different market participants also played a role in price discovery.

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