The hedging ratio and performance of China's soybeanfutures market is superior to these of hard wheat futures market.
中国大豆期货市场套期保值比率与绩效要优于硬麦期货市场。
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The whole analysis is using the statistical software EVIEWS3.0 collection of the Week Dalian Commodity Exchange 1998-2003 data for soybeanfutures prices.
The empirical results show that, China's soybeanfutures market does not exist Herding Behavior, but the soybean and corn futures market have Herding Behavior.