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Abstract
Financial markets exhibit an asymmetric news effect with unexpected low prices generating more price volatility than ‘news’ of high prices. The present study examines US food markets for such asymmetric news effects. Analysis of 25 years of monthly data for 45 retail food items shows that price news destabilizes about a third of the markets with unexpected price increases more destabilizing.
Acknowledgement
Comments from participants at the 100th Anniversary Ceremony conference ‘Globalization and Chinese Agriculture’ sponsored by China Agricultural University in Beijing are appreciated.
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