Hung‐Gay Fung; Qingfeng “Wilson” Liu; Tse, Yiuman - In: Journal of Futures Markets 30 (2010) 12, pp. 1192-1209
This study examines the information flow and market efficiency between the metallurgical futures markets of the United States and China over a ten‐year span from 1999 to 2009. There were structural breaks in the aluminum and copper futures price series for the New York Mercantile Exchange...