Monsurat Ayojimi Salami; Bin Haron, Razali - In: Journal of capital markets studies 2 (2018) 2, pp. 162-174
Purpose - The purpose of this paper is to examine the pricing efficiency of the Malaysian crude palm oil (CPO) market … before and after the structural break. This study uses the daily closing price of CPO and CPO futures (CPO-F) for the period …-TAR models, to examine the impact of structural breaks on the pricing efficiency of the Malaysian CPO market. Findings - This …