selected as a commodity to explore the price discovery process through a series of tests, namely, Granger causality, co … methods of price discovery mechanism through some insightful inferences that unidirectional causality from futures to spot …

traditional analyses of efficiency and assess the relative forecasting performance of futures markets; i.e., the difference …

traditional analyses of efficiency and assess the relative forecasting performance of futures markets; i.e., the difference …

traditional analyses of efficiency and assess the relative forecasting performance of futures markets; i.e., the difference …

market efficiency implies that futures prices accurately incorporate all currently known information. Consequently, current … recently developed cointegration theory is utilized to test efficiency in the London Cocoa Market. A problem in testing market … efficiency is that the relevant economic data series may be non-stationary. Under these circumstances, conventional statistical …

This paper aims to examine the market efficiency of the commodity futures market in India, which has been growing … prices and then test for market efficiency in a weak form sense by applying both the DOLS and the FMOLS methods. The entire …

manipulation may have on their informational efficiency . We use the concept of manipulation as it arises in the study of … prevent manipulation and therefore improve the informational efficiency of the market . On the other hand, disclosure (less … anonymity) may restrict entry, and therefore produce an efficiency loss. There is, in this sense, a tradeoff between …