Mukherjee, Isita; Goswami, Bhaskar - In: Financial innovation : FIN 3 (2017) 15, pp. 1-23
Background: This paper examines the pattern of the volatility of the daily return of select commodity futures in India and explores the extent to which the select commodity futures satisfy the Samuelson hypothesis. Methods: One commodity future from each group of futures is chosen for the...