TESTING THE EFFICIENT MARKETS THEORY ON THE SYDNEY WOOL FUTURES EXCHANGE
- 1 December 1975
- journal article
- Published by Wiley in Australian Economic Papers
- Vol. 14 (25) , 240-249
- https://doi.org/10.1111/j.1467-8454.1975.tb00345.x
Abstract
No abstract availableThis publication has 11 references indexed in Scilit:
- TRADING ON THE SYDNEY WOOL FUTURES MARKET: A TEST OF A THEORY OF SPECULATION AT THE LEVEL OF THE INDIVIDUALAustralian Economic Papers, 1972
- RANDOM WALK AND PRICE TRENDS: THE LIVE CATTLE FUTURES MARKETThe Journal of Finance, 1972
- Copper Price Behaviour and the London Metal ExchangeApplied Economics, 1971
- Efficient Capital Markets: A Review of Theory and Empirical WorkThe Journal of Finance, 1970
- COMMODITY FUTURES: TRENDS OR RANDOM WALKS?The Journal of Finance, 1970
- A Source of Bias in Filter Tests of Share PricesThe Journal of Business, 1969
- Price Relationships on the Sydney Wool Futures MarketEconomica, 1968
- Filter Rules and Stock-Market TradingThe Journal of Business, 1966
- The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital BudgetsThe Review of Economics and Statistics, 1965
- The Behavior of Stock-Market PricesThe Journal of Business, 1965