Reaction of Wheat, Corn, and Soybean Futures Prices to USDA “Export Inspections” Reports

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Halbert White · Econometrica · 1980 · 26.1K citations

Social Sciences, Economics, Econometrics +11

Rational Expectations and the Theory of Price Movements

John F. Muth · Econometrica · 1961 · 5.6K citations

Social Sciences, Business Economics, Economics +11

The Distribution of Futures Prices: A Test of the Stable Paretian and Mixture of Normals Hypotheses

Joyce A. Hall, B. Wade Brorsen, Scott H. Irwin · Journal of Financial and Quantitative Analysis · 1989 · 195 citations

Social Sciences, Economics, Finance +10

The Reaction of Live Hog Futures Prices to USDA <i>Hogs and Pigs Reports</i>

Phil L. Colling, Scott H. Irwin · American Journal of Agricultural Economics · 1990 · 112 citations

Agriculture, Agricultural Economics, Commodity Markets +16