Testing the efficient markets hypothesis on averaged data

This publication has 21 references indexed in Scilit:

• Rejection of unbiasedness is not rejection of market efficiency: reply to Gilbert
  Applied Economics, 1986
• The semi-strong form efficiency of the London Metal Exchange
  Applied Economics, 1983
• The relation between forward prices and futures prices
  Journal of Financial Economics, 1981
• The forward pricing function of the London metal exchange
  Applied Economics, 1981
• The Predictive Quality of Futures Prices, With an Application To the Sydney Wool Futures Market*
  Australian Economic Papers, 1980
• Tests of Rational Expectations in the Forward Exchange Market
  Southern Economic Journal, 1980
• The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis
  Econometrica, 1976
• The pricing of commodity contracts
  Journal of Financial Economics, 1976
• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
  Econometrica, 1973
• Efficient Capital Markets: A Review of Theory and Empirical Work
  The Journal of Finance, 1970