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Keywords: public reports
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Journal Articles
Quantifying the Announcement Effects in the U.S. Lumber Futures Market
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Journal:
Journal of Forest Economics
Journal of Forest Economics (2020) 35 (4): 375–395.
Published: 27 August 2020
...Zarina Ismailova; Xiaoli Etienne; Shishir Shakya; Fabio Mattos The impact of information release from public report announcements has been widely investigated in many commodity markets, but little attention has been paid to the lumber market. In this paper, we use generalized autoregressive...
