Dr. Mallory’s research focuses on commodity markets and marketing issues, especially related to commodity futures and options markets. Topics of special interest include forecasting, liquidity costs, and price discovery. Additionally Dr. Mallory has applied portfolio theory from finance to novel domains to help decision-makers make better choices under uncertainty.
Mindy earned her BS in math education and MS in mathematics from Emporia State University and her PhD from Iowa State University. Before coming to Purdue, Mindy was a faculty member at the University of Illinois. She researches commodity prices, how futures markets transfer risk, pricing discovery and efficiency, and how futures contract and exchange design impacts market outcomes. She also studies how to bring concepts such as risk mitigation and risk transfer into nontraditional settings such as the conservation of resources.
SELECTED RESEARCH PUBLICATIONS
Shang, Q., Mallory, M. L., & Garcia, P. (2016). The Electronic Live Cattle Futures Market Bid Ask Spread Behaviors and Components.
Shang, Q., Mallory, M. L., & Garcia, P. (2016). The Components of the Bid-Ask-Spread: Evidence from the Corn Futures Market.
Mallory, M. L., Garcia, P., & Serra, T. (2015). Nearby and Deferred Quotes: What They Tell Us about Linkages and Adjustments to Information.
Trujillo, A., Garcia, P., & Mallory, M. L. (2013). Price Density Forecasts in the U.S. Hog Market: Composite Procedures.
Mallory, M. L., & Baylis, K. (2012). Food Corporation of India and the Public Distribution System: Impacts on Market Integration in Wheat, Rice, Pearl Millet, and Corn.
Trujillo, A., Garcia, P., & Mallory, M. L. (2012). Density Forecasts of Lean Hog Prices.
Mallory, M. L., Ando, A., Howlader, A., Fratterigo, J., & Stickley, S. (2019). Exploring Multiple Objective Conservation Portfolio Optimization. Manuscript in preparation.
Mallory, M. L., & Avileis, F. (2019). Where to hedge? Understanding the dynamics of corn hedging in Brazil and the U.S. Manuscript in preparation.
Mallory, M. L., & Naughton, C. (2019). Commodities, Interest Rates, and Overshooting: Does Level of Speculation in a Market Play a Role? Manuscript in preparation.
Mallory, M. L., Han, S., & Robe, M. (2019). Informed Trading and the O/F Ratio. Manuscript in preparation.