The relative efficiency of the crude oil futures market: evidence from India
Year of publication: |
2018
|
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Authors: | Inani, Sarveshwar Kumar |
Published in: |
International journal of banking, accounting and finance. - Genève : Inderscience Enterprises Ltd., ISSN 1755-3830, ZDB-ID 2458820-9. - Vol. 9.2018, 2, p. 225-243
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Subject: | price discovery | relative efficiency | vector error correction model | VECM | Johansen cointegration | information share | common factor methods | futures market | India | Kointegration | Cointegration | Indien | Effizienzmarkthypothese | Efficient market hypothesis | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Derivat | Derivative | Ölpreis | Oil price | Schätzung | Estimation |
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