Foreign trade in agricultural products : hearings before the Committee on Agriculture and Forestry, United States Senate, Eighty-third Congress, first session, on exports and imports of agricultural commodities and their effect on farm price programs.

Hearings held April 9 - June 5, 1953.

Official American textile directory; containing reports of all the textile manufacturing establishments in the United States and Canada, together with the yarn trade index ... Comp. annually by the Textile world journal.

Mode of access: Internet.

Demand-price-trade model of KASM3: technical documentation /

On cover: Korean Agricultural Sector Study.

Catalogue of high-school and college textbooks : including a complete index and price list.

Mode of access: Internet.

The food marketing cost index : a new measure for analyzing food price changes /

Issued Aug. 1980.

U.S. timber production, trade, consumption, and price statistics 1950-80 /

Chiefly tables.

Resale price maintenance. Hearing before a subcommittee of the Committee on the Judiciary, United States Senate, Seventy-fourth Congress, second sesion, on S. 3822, to amend the act entitled "An act to protect trade and commerce against unlawful restraints and monopolies", approved July 2, 1890. March 13, 1936.

Carl A. Hatch, Chairman of Subcommittee.

Index-digest of vols. I, II, and III of Decisions of the Federal trade commission with annotations of federal cases.

Mode of access: Internet.

Business under the new price laws; a study of the economic and legal problems arising out of the Robinson-Patman Act and the various fair trade and unfair practices laws,

"Table of cases": p. [441]-447.

Reports of the Railway Department of the Board of Trade : on schemes for extending railway communication, and on amalgamations of railways. Sess. 1845. With a copious index.

Includes index.

Index to consular reports. Index to reports of ... diplomatic and consular representatives abroad on trade and subjects of general interest. (With appendix).

1886/94-1886/96 ed. by Willoughby Maycock. 1898/99-19 ed. in the Commercial Intelligence of the Board of Trade.

Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico

This paper investigates the hypotheses that the recently established Mexican stock index futures market effectively serves the price discovery function, and that the introduction of futures trading has provoked volatility in the underlying spot market. We test both hypotheses simultaneously with daily data from Mexico in the context of a modified EGARCH model that also incorporates possible cointegration between the futures and spot markets. The evidence supports both hypotheses, suggesting that the futures market in Mexico is a useful price discovery vehicle, although futures trading has also been a source of instability for the spot market. Several managerial implications are derived and discussed. (C) 2004 Elsevier B.V. All rights reserved.

Stock index reaction to large price changes:evidence frommajor Asian stock indexes

We examine the short-term price behavior of ten Asian stock market indexes following large price changes or “shocks”. Under the standard OLS regression, there is stronger support for return continuations particularly following positive and negative price shocks of less than 10% in absolute size. The results under the GJR-GARCH method provide stronger support for market efficiency, especially for large price shocks. For example, for the Hong Kong stock index, negative shocks of less than -5% but more than -10% generate a significant one day cumulative abnormal return (CAR) of-0.754% under the OLS method, but an insignificant CAR of 0.022% under the GJR-GARCH. We find no support for the uncertainty information hypothesis. Furthermore, the CARs following the period after the Asian financial crisis adjust more quickly to price shocks.

Stock price distributions and news:evidence from index options

We estimate the shape of the distribution of stock prices using data from options on the underlying asset, and test whether this distribution is distorted in a systematic manner each time a particular news event occurs. In particular we look at the response of the FTSE100 index to market wide announcements of key macroeconomic indicators and policy variables. We show that the whole distribution of stock prices can be distorted on an event day. The shift in distributional shape happens whether the event is characterized as an announcement occurrence or as a measured surprise. We find that larger surprises have proportionately greater impact, and that higher moments are more sensitive to events however characterised.