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Screen based trading, the cost of carry, and futures market efficiency
Switzer, Lorne N.; Fan, Haibo - In: Risk and decision analysis 1 (2009) 1, pp. 57-71
Persistent link: https://www.econbiz.de/10003935639
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On the efficiency of the capital market in Greece, price discovery and causality in the Athens stock exchange and the Athens derivatives exchange
Mertzanis, H. V. - In: Supply chain and finance, (pp. 15-28). 2004
Persistent link: https://www.econbiz.de/10002539978
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Efficiency in the pricing of the FTSE 100 futures contract
Miffre, Joëlle - In: European financial management : the journal of the … 7 (2001) 1, pp. 9-22
Persistent link: https://www.econbiz.de/10001558301
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The forward pricing function of the shipping freight futures market
Kavussanos, Manolis G.; Nomikos, Nikos K. - In: The journal of futures markets 19 (1999) 3, pp. 353-376
Persistent link: https://www.econbiz.de/10001378063
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The Forward Pricing Function of the Shipping Freight Futures Market
Nomikos, Nikos K. - 2014
This article investigates the unbiasedness hypothesis of futures prices in the freight futures market. Being the only market whose underlying asset is a service, it sets it apart from other markets investigated so far in the literature. Cointegration techniques, employed to examine this...
Persistent link: https://www.econbiz.de/10013070969
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Efficiency of futures market in India : evidence from agricultural commodities
Lakshmi, V. D. M. V. - In: The IUP journal of applied economics 16 (2017) 3, pp. 47-68
Persistent link: https://www.econbiz.de/10011794287
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Covered interest parity arbitrage and long-run relation between spot and forward rates in foreign exchange (Rupee/Dollar) market in India-study of market efficiency with ARIMA (p,...
Sikdar, Suman; Mukhopadhyay, C. K. - In: Artha vijñāna : journal of the Gokhale Institute of … 59 (2017) 2, pp. 109-138
Persistent link: https://www.econbiz.de/10011804182
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Efficiency of Futures Market in India : Evidence from Agricultural Commodities
Lakshmi, VDMV - 2018
The study aims at examining the efficiency of futures market with a sample of 11 commodities traded on National Commodity and Derivatives Exchange Limited (NCDEX). Augmented Dickey-Fuller (ADF) and Phillips-Perron (PP) tests are applied for testing stationarity and order of integration of both...
Persistent link: https://www.econbiz.de/10012914595
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Warenterminmärkte - Prognoseeffizienz und Preisrisikoreduzierung am Beispiel des niederländischen Schlachtschweinemarktes
Peter, Günter - 1995
Persistent link: https://www.econbiz.de/10000321859