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The law of one price cannot be rejected: Two tests based on the tradable/nontradable price ratio

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  • Officer, Lawrence H.

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Macroeconomics.

Volume (Year): 8 (1986)
Issue (Month): 2 ()
Pages: 159-182

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Handle: RePEc:eee:jmacro:v:8:y:1986:i:2:p:159-182

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Web page: http://www.elsevier.com/locate/inca/622617

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Cited by:
  1. Pippenger, John & Phillips, Llad, 2008. "Some pitfalls in testing the law of one price in commodity markets," Journal of International Money and Finance, Elsevier, vol. 27(6), pages 915-925, October.
  2. Figiel, Szczepan, 2000. "Impact of Government Intervention on Price Integration between Polish and World Wheat Markets," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 1(2), August.
  3. Nazifi, Fatemeh, 2013. "Modelling the price spread between EUA and CER carbon prices," Energy Policy, Elsevier, vol. 56(C), pages 434-445.
  4. Padilla-Bernal, Luz E. & Thilmany, Dawn D. & Loureiro, Maria L., 2003. "An Empirical Analysis of Market Integration and Efficiency for U.S. Fresh Tomato Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(03), December.
  5. Padilla-Bernal, Luz E. & Thilmany, Dawn D., 2003. "Price Relationships Among North American Fresh Tomato Markets: A Comparison Between Mexican And U.S. Markets," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association (IAMA), vol. 5(03).
  6. Padilla-Bernal, Luz E. & Thilmany, Dawn D. & Loureiro, Maria L., 2001. "Tradability And Market Equilibrium For U.S.-Mexico Fresh Tomatoes," 2001 Annual Meeting, July 8-11, 2001, Logan, Utah 36142, Western Agricultural Economics Association.
  7. Hassett, Kevin A & Hubbard, R Glenn, 1998. "Are Investment Incentives Blunted by Changes in Prices of Capital Goods?," International Finance, Wiley Blackwell, vol. 1(1), pages 103-25, October.
  8. Catherine S. F. Ho & M. Ariff, 2009. "A Test of Purchasing Power Parity: Asia Pacific and Latin America," Asian Academy of Management Journal of Accounting and Finance, Penerbit Universiti Sains Malaysia, vol. 5(2), pages 33-53.
  9. Phillips, Llad & Pippenger, John, 2005. "Some Pitfalls in Testing the Law of One Price in Commodity Markets," University of California at Santa Barbara, Economics Working Paper Series qt92b16177, Department of Economics, UC Santa Barbara.

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