๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The efficiency of certain speculative markets and gambler behavior

โœ Scribed by Ben Amoako-Adu; Harry Marmer; Joseph Yagil


Book ID
116095945
Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
776 KB
Volume
37
Category
Article
ISSN
0148-6195

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Extreme volatility, speculative efficien
โœ Lorne N. Switzer; Mario El-Khoury ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 798 KB

## Abstract This study investigates the efficiency of the New York Mercantile Exchange (NYMEX) Division light sweet crude oil futures contract market during recent periods of extreme conditional volatility. Crude oil futures contract prices are found to be cointegrated with spot prices and unbiased