We thank an anonymous referee and the editor, Robert Webb, for very helpful comments, and Jim Moser, Michel Robe, and participants at the Commodity Futures Trading Commission's Convergence Academic Roundtable (December 11, 2008) for important suggestions, particularly Gene Kunda, Scott Irwin, and Craig Pirrong, as well as Kirsten Sorenson for her research assistance and data collection. All errors are our own responsibility. This study reflects the opinions of its authors only, and not those of the CFTC, the Commissioners, or any other staff at the CFTC.
Why do expiring futures and cash prices diverge for grain markets?†
Article first published online: 19 AUG 2010
© 2010 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 31, Issue 6, pages 503–533, June 2011
How to Cite
Aulerich, N. M., Fishe, R. P. H. and Harris, J. H. (2011), Why do expiring futures and cash prices diverge for grain markets?. J. Fut. Mark., 31: 503–533. doi: 10.1002/fut.20483
- Issue published online: 1 APR 2011
- Article first published online: 19 AUG 2010
- Manuscript Accepted: JUL 2010
- Manuscript Received: MAR 2010
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