Download Info

To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info

Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 25 (1970)
Issue (Month): 1 (March)
Pages: 65-81
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:bla:jfinan:v:25:y:1970:i:1:p:65-81

Contact details of provider:
Web page: http://www.afajof.org/
More information through EDIRC

Order Information:
Web: http://www.afajof.org/membership/join.asp

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research

Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Goldberg, Michael & Schulmeister, Stephen, 1988. "Technical Analysis And Stock Market Efficiency," Working Papers 88-21, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
2. Miller, Steve, 1979. "The Response Of Futures Prices To New Market Information: The Case Of Live Hogs," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 11(01), July. [Downloadable!]
3. John A. Anderson & Robert W. Faff, 2004. "Maximizing futures returns using fixed fraction asset allocation," Applied Financial Economics, Taylor and Francis Journals, vol. 14(15), pages 1067-1073, October. [Downloadable!] (restricted)
4. John Anderson, 2003. "A Test of Weak-Form Market Efficiency in Australian Bank Bill Futures Calendar Spreads," School of Economics and Finance Discussion Papers and Working Papers Series 134, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
5. Gray, Roger W. & Rutledge, David J.S., 1971. "The Economics of Commodity Futures Markets: A Survey," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 39(04), December. [Downloadable!]
6. Carol L. Osler, 2001. "Currency orders and exchange-rate dynamics: explaining the success of technical analysis," Staff Reports 125, Federal Reserve Bank of New York. [Downloadable!]
7. Sathye, Milind, 2006. "US Coffee C Futures: Some results from test of cointegration and GARCH," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3). [Downloadable!] (restricted)
8. Blank, Steven C., 1984. "Cross Hedging Australian Cattle," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 28(02-03). [Downloadable!]
9. Stevens, Stanley C., 1990. "Evidence For A Weather Persistence Effect On The Corn, Wheat And Soybean Growing Season Price Dynamics," Staff Papers 13907, University of Minnesota, Department of Applied Economics. [Downloadable!]
10. John Anderson & Robert W Faff, 2003. "Optimal f and Portfolio Return Optimisation in US Futures Markets," School of Economics and Finance Discussion Papers and Working Papers Series 133, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
11. Duke Bristow, 1998. "IPO Price Clustering and Discreetness," University of California at Los Angeles, Anderson Graduate School of Management 1107, Anderson Graduate School of Management, UCLA. [Downloadable!]

Did you know? You too can volunteer for RePEc, for example by editing a NEP report.

This page was last updated on 2009-11-12.