The Predictive Quality of Futures Prices, With an Application To the Sydney Wool Futures Market*
- 1 December 1980
- journal article
- Published by Wiley in Australian Economic Papers
- Vol. 19 (35) , 291-300
- https://doi.org/10.1111/j.1467-8454.1980.tb00264.x
Abstract
No abstract availableKeywords
This publication has 11 references indexed in Scilit:
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- A Note on Wallis' Bounds Test and Negative AutocorrelationEconometrica, 1977
- TESTING THE EFFICIENT MARKETS THEORY ON THE SYDNEY WOOL FUTURES EXCHANGEAustralian Economic Papers, 1975
- SHORT RUN PRICE CYCLES IN THE SYDNEY WOOL FUTURES MARKETAustralian Journal of Agricultural Economics, 1974
- The Price Performance on the Futures Market of a Nonstorable Commodity: Live Beef CattleAmerican Journal of Agricultural Economics, 1974
- A Framework for Comparing the Efficiency of Futures MarketsAmerican Journal of Agricultural Economics, 1973
- Temporal Relationships Among Prices on Commodity Futures Markets: Their Allocative and Stabilizing RolesAmerican Journal of Agricultural Economics, 1970
- Gash‐Futures Price Relationships for Live Beef CattleAmerican Journal of Agricultural Economics, 1969
- Price Relationships on the Sydney Wool Futures MarketEconomica, 1968
- Theory of the Inverse Carrying Charge in Futures MarketsJournal of Farm Economics, 1948