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Estimating the Structure of Market Reaction to News: Information Events and Lumber Futures Prices

Randal R. Rucker, Walter N. Thurman and Jonathan K. Yoder.

in American Journal of Agricultural Economics

May 2005; p ublished online May 2005 .

Journal Article. Subjects: International Trade; Primary Products; Economics. 11410 words.

We develop a new event-study technique, the distributional event response model (DERM), appropriate to relatively slowly evolving information events. We apply the model to twelve years of...

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