Market efficiency in Indian soybean futures markets
Year of publication: |
2014
|
---|---|
Authors: | Ranganathan, Thiagu ; Ananthakumar, Usha |
Published in: |
International journal of emerging markets. - Bingley : Emerald, ISSN 1746-8809, ZDB-ID 2257280-6. - Vol. 9.2014, 4, p. 520-534
|
Subject: | Cointegration | Structural break | Market efficiency | Indian commodity markets | Time-varying risk premium | Unbiasedness | Effizienzmarkthypothese | Efficient market hypothesis | Indien | India | Risikoprämie | Risk premium | Rohstoffderivat | Commodity derivative | Sojabohne | Soybean | Kointegration | Strukturbruch |
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