A test of the efficiency of futures markets in commodities
- 1 December 1981
- journal article
- Published by Springer Nature in Review of World Economics
- Vol. 117 (4) , 661-671
- https://doi.org/10.1007/bf02708116
Abstract
No abstract availableKeywords
All Related Versions
This publication has 9 references indexed in Scilit:
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- Information, futures prices, and stabilizing speculationJournal of Economic Theory, 1978
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- A Framework for Comparing the Efficiency of Futures MarketsAmerican Journal of Agricultural Economics, 1973
- RANDOM WALK AND PRICE TRENDS: THE LIVE CATTLE FUTURES MARKETThe Journal of Finance, 1972
- Temporal Relationships Among Prices on Commodity Futures Markets: Their Allocative and Stabilizing RolesAmerican Journal of Agricultural Economics, 1970
- 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