An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages
Year of publication: |
2024
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Authors: | Zhang, Huiming ; Qian, Siji ; Ma, Zhen |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 94.2024, Art.-No. 103243, p. 1-20
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Subject: | Copper futures market | Intermarket arbitrage | Intertemporal arbitrage | London Metal Exchange (LME) | Market efficiency | Shanghai Futures Exchange (SHFE) | Arbitrage | Effizienzmarkthypothese | Efficient market hypothesis | Kupfer | Copper | Rohstoffderivat | Commodity derivative | China | Derivat | Derivative | Warenbörse | Commodity exchange | Shanghai | Kupfermarkt | Copper market |
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