𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Testing roundwood market efficiency using a multivariate cointegration estimator

✍ Scribed by Ståle Størdal; Anders Q. Nyrud

Book ID
117774594
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
215 KB
Volume
5
Category
Article
ISSN
1389-9341

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Market efficiency of US grain markets: A
Market efficiency of US grain markets: Application of cointegration tests
✍ Jian Yang; David J. Leatham 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 75 KB

This study examines the market efficiency hypothesis of US major grain markets. Cointegration among grain spot prices is argued to violate the weak form of the efficient market hypothesis (EMH). Bivariate and multivariate Johansen cointegration analyses are conducted and prove no presence of cointeg

A cointegration test for oil futures mar
A cointegration test for oil futures market efficiency
✍ William J. Crowder; Anas Hamed 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 591 KB

The authors would like to thank Hank Bessembinder, Dan Himarios, Dennis Hoffman, Mike Melvin, and two anonymous referees for the helpful comments. Any remaining errors must be attributed, solely, to the authors.