T performance of the live cattle futures contract traded on the Chicago Mercantile Exchange. In his article, "A Report on the Systematic Downward %as in Live Cattle Futures Prices," Helmuth (1981) ". . . reports on the discovery of a technique which predicted certain drops in live cattle futures pri
A comparison of petroleum futures versus spot prices as predictors of prices in the future
โ Scribed by Anthony E. Bopp; George M. Lady
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 994 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0140-9883
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
have suggested that, if a futures market provides a forward pricing function, then it is an efficient market. In this article a simple test for whether the Australian Wool Futures market is efficient is proposed. The test is based on applying cointegration techniques to test the Law of One Price ove
It is frequently argued that foreign investors have extrapolative expectations due to their informational disadvantages. That is, in the absence of other sources of information, foreigners revise their expectations on the future price of a domestic stock more in line with its current price change th
Problems associated with pricing tests of index futures include the general inability to trade the underlying index as an individual security, thin trading in the constituent stocks of the index, and the inability to adjust for all dividend payments in the underlying index. These problems are discus
Producer spot (cash) prices of cotton from the Southwest region were compared to futures prices for cotton to examine the cashJutures price relationship using the cointegration technique. The results showed that the cash producer price and the futures price were not consistently related. The futures