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Market efficiency in agricultural futures markets

McKenzie, Andrew M.; Holt, Matthew T. - In: Applied economics 34 (2002) 12, pp. 1519-1532

Persistent link: https://www.econbiz.de/10001687984

Unbiasedness and market efficiency test of the U.S. rice futures market

McKenzie, Andrew M.; Jiang, Bingrong; Djunaidi, Harjanto; … - In: Review of agricultural economics : RAE 24 (2002) 2, pp. 474-493

Persistent link: https://www.econbiz.de/10001745002

Factor model index for commodity investment

Broby, Daniel; McKenzie, Andrew M.; Bautheac, Olivier - In: The journal of index investing : ETFs, ETPs, & indexing 12 (2021) 3, pp. 33-52

Persistent link: https://www.econbiz.de/10012698298

On atom-swarming and Luce’s theorem for probabilistic beliefs

MacKenzie, Andrew - In: Economic theory bulletin 9 (2021) 1, pp. 67-74

Persistent link: https://www.econbiz.de/10012495294

Symmetry and impartial lotteries

MacKenzie, Andrew - In: Games and economic behavior 94 (2015), pp. 15-28

Persistent link: https://www.econbiz.de/10011574875

A foundation for probabilistic beliefs with or without atoms

MacKenzie, Andrew - 2018

Persistent link: https://www.econbiz.de/10011844208

Nonparametric Tests of Commodity Futures Market Efficiency

McKenzie, Andrew M.; Djunaidi, Harjanto; Wailes, Eric J.; … - 2004

Commodity futures markets carry out two important marketing functions with respect to agricultural products: (1) a price discovery role and (2) a price risk management role. The relative effectiveness with which futures markets fulfill these two roles is dependent on the efficiency of the...

Persistent link: https://www.econbiz.de/10014069916