Can China’s live hog futures market respond to the government-released hog product reports?

Our study aims to examine whether the live hog futures market responds to government-released hog product reports. The dataset includes the original hog product reports, sourced from [moa.gov.cn/ztzl/szcpxx/jdsj/2021yjd/] (in Chinese); the data of hog product reports, which integrates key information from the original reports; the daily trading data for the active continuous contract of live hog futures, obtained from the Bric database; and the futures market quality data of five agricultural commodity futures, which is used to measure and compare the quality of futures markets.