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Stephen R . Koontz is a Graduate Fellow in the Department o f Agricultural Economics, University o Illinois at Urbana-Champaign. f Philip Garcia is a Professor in the Department of Agricultural Economics, University of Illinois at Urbana-Champaign. Michael A . Hudson is a n Associate Professor in the Department o f Agricultural Economics, University o Illinois at Urbana-Champaign. f The Journal of Futures Markets, Vol. 10, No. 2, 123-136 (1990) 0 1990 by John Wiley & Sons, Inc. CCC 0270-73 14/90/020123-14$04.CJO metry of feedback between markets. The use of the symmetry tests for strength of feedback relationships is important because previous research has noted a high degree of market interaction (see Purcell and Hudson (1985)). The linkages between price discovery and the changing structure of the U.S. cattle industry are examined through analysis of spatial prices over three time periods between 1973-84. The analysis focuses on four questions: (1) How have the spatial relationships and the relationship between the spatial cash market and futures prices changed over time?; (2) Are there subsets of live cattle markets that are most influential in the price discovery process?; (3) Have these subsets changed over time?; and (4) Are these pricing patterns
The Journal of Futures Markets – Wiley
Published: Apr 1, 1990
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