Rational expectations, risk and efficiency in the London Metal Exchange: an empirical analysis

This publication has 25 references indexed in Scilit:

• METALS PRICES, EFFICIENCY AND COINTEGRATION: SOME EVIDENCE FROM THE LONDON METAL EXCHANGE
  Bulletin of Economic Research, 1988
• TESTING RATIONAL EXPECTATIONS AND EFFICIENCY IN THE LONDON METAL EXCHANGE
  Oxford Bulletin of Economics and Statistics, 1988
• Co-Integration and Error Correction: Representation, Estimation, and Testing
  Econometrica, 1987
• Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage
  The Journal of Business, 1987
• The ‘Efficiency’ of the London metal exchange
  Journal of Banking & Finance, 1986
• Testing the efficient markets hypothesis on averaged data
  Applied Economics, 1986
• The "Speculative Efficiency" Hypothesis
  The Journal of Business, 1981
• Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
  Journal of Political Economy, 1980
• Forward rates as predictors of future spot rates
  Journal of Financial Economics, 1976
• Time Series Modelling and Interpretation
  Journal of the Royal Statistical Society. Series A (General), 1976