Michel A. Robe
University of Illinois at Urbana-Champaign
H-index: 18
North America-United States
Top articles of Michel A. Robe
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Four commitments of traders report puzzles, revisited: Answers from grains and oilseeds futures markets | Journal of Commodity Markets | Michel A Robe John S Roberts | 2024/2/15 |
Maximum Order Size and Market Quality: Evidence from a Natural Experiment in Commodity Futures Markets | Available at SSRN 4565323 | Kun Peng Zhepeng Hu Michel A Robe | 2023/9/7 |
USDA Reports Affect the Stock Market, Too | Too (March 17, 2023) | An Cao Octavian Ionici Michel A Robe | 2023/3/17 |
Machine Learning and Big Data to Identify Market Expectations and Surprises: Evidence from Scheduled USDA Reports | An NQ Cao Bisrat Gebrekidan Thomas Heckelei Michel A Robe | 2023 | |
Market uncertainty and sentiment around USDA announcements | Journal of Futures Markets | An NQ Cao Michel A Robe | 2022/2 |
Liquidity Providers in “Extreme” Periods: High Frequency Machines vs. Human Electronic and Floor Traders | Human Electronic and Floor Traders (October 12, 2023) | Vikas Raman Michel A Robe Pradeep K Yadav | 2023/10/12 |
Corn Futures Deliveries: Why? When? So What? | Vitor M Fernandes Eugene L Kunda Michel A Robe | 2022 | |
The dollar’s” Convenience Yield” | Finance Research Letters | Michel A Robe | 2022/8/1 |
The Political Economy of Export Bans and Commodity Price Volatility: Theory and Evidence from Agricultural Markets | Available at SSRN 4117628 | Michael Adjemian Casey Petroff Michel A Robe | 2022/5/1 |
Crop Insurance, Futures Prices, and Commercial Trader Positions in Agricultural Futures Markets | Michael K Adjemian Han Le Michel A Robe | 2021 | |
Canary in the Coal Mine: COVID-19 and Soybean Futures Market Liquidity | Available at SSRN 3780322 | Kun Peng Zhepeng Hu Michel A Robe Michael Adjemian | 2021/2/5 |
Man vs. Machine: Liquidity Provision and Market Fragility | Available at SSRN 3757848 | Vikas Raman Michel A Robe Pradeep K Yadav | 2021/2/2 |
The Third Dimension of Financialization: Intraday Institutional Financial Traders and Commodity Market Quality | Available at SSRN 3068248 | Vikas Raman Michel A Robe Pradeep K Yadav | 2020 |
Incorporating Uncertainty Into USDA Commodity Price Forecasts | American Journal of Agricultural Economics | Michael K. Adjemian Valentina G. Bruno Michel A Robe | 2020 |
Co-Authors
