Trading Activity of Commodity Futures and Options Around USDA Announcements
The article investigates the impact of USDA announcements on commodity options, noting significant trading volume changes around the release of monthly agricultural reports and evidence of informed trading.
Featured in No. 51 on 28 May 2024 · · 0 citations today
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- 15 Jan 2024
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- No. 51 · 28 May 2024
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- SSRN 4841490
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