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A test of the efficiency of futures markets in commodities

โœ Scribed by Gupta, Sanjeev ;Mayer, Thomas


Book ID
112829871
Publisher
Springer
Year
1981
Tongue
English
Weight
561 KB
Volume
117
Category
Article
ISSN
1610-2924

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The relative efficiency of commodity fut
โœ Kellard, Neil; Newbold, Paul; Rayner, Tony; Ennew, Christine ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 203 KB ๐Ÿ‘ 3 views

The ability of futures markets to predict subsequent spot prices has been a controversial topic for a number of years. Empirical evidence to date is mixed; for any given market, some studies find evidence of efficiency, others of inefficiency. In part, these apparently conflicting findings reflect d