Examining the validity of a test of futures market efficiency
- 1 June 1988
- journal article
- Published by Wiley in Journal of Futures Markets
- Vol. 8 (3) , 365-372
- https://doi.org/10.1002/fut.3990080309
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- Testing futures market efficiency—A restatementJournal of Futures Markets, 1985
- Futures market efficiency and the time content of the information setsJournal of Futures Markets, 1983
- The Efficiency of the Corn Futures Market in Establishing Forward PricesNorth Central Journal of Agricultural Economics, 1983
- The Price‐Forecasting Performance of Futures Markets for Live Cattle and Hogs: A Disaggregated AnalysisAmerican Journal of Agricultural Economics, 1981
- Distribution of the Estimators for Autoregressive Time Series With a Unit RootJournal of the American Statistical Association, 1979
- The Price Performance on the Futures Market of a Nonstorable Commodity: Live Beef CattleAmerican Journal of Agricultural Economics, 1974