New Evidence on the Impact of Index Funds in U.S. Grain Futures Markets (CJAE 2011)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Dwight R. Sanders, Scott H. Irwin New Evidence on the Impact of Index Funds in U.S. Grain Futures Markets CJAE 2011 4 519-532 - -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 0 - not available online 0 - not available online Granger causality tests - commodity index trader position data in select grain futures markets USA -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Christopher L. Gilbert, Simone Pfuderer The Role of Index Trading in Price Formation in the Grains and Oilseeds Markets J Agr Econ 2014 2 303–22 - - 2 - wide sense (new data) 2 - different results 0 - not available at all 2 - partly -

References

DOI: 10.1111/j.1744-7976.2011.01226.x IDEAS: a/bla/canjag/v59y2011i4p519-532.html EconPapers: RePEc:bla:canjag:v:59:y:2011:i:4:p:519-532


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