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The Efficiency of the London Metal Exchange: Another Look at the Evidence

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Author Info
Sephton, Peter S
Cochrane, Donald K

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Abstract

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Publisher Info
Article provided by Taylor and Francis Journals in its journal Applied Economics.

Volume (Year): 23 (1991)
Issue (Month): 4A (Part A, April)
Pages: 669-74
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Handle: RePEc:taf:applec:v:23:y:1991:i:4a:p:669-74

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  1. Clinton Watkins & Michael McAleer, 2003. "Pricing of Non-ferrous Metals Futures on the London Metal Exchange," CIRJE F-Series CIRJE-F-213, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
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  2. An-Sing Chen & James Wuh Lin, 2004. "Cointegration and detectable linear and nonlinear causality: analysis using the London Metal Exchange lead contract," Applied Economics, Taylor and Francis Journals, vol. 36(11), pages 1157-1167, June. [Downloadable!] (restricted)
  3. Dimitris Kenourgios & Aristeidis Samitas, 2005. "Testing Efficiency Of The Copper Futures Market: New Evidence From London Metal Exchange," Finance 0512010, EconWPA. [Downloadable!]
  4. Michael D. McKenzie, Heather Mitchell, Robert D. Brooks, Robert W. Faff, 2001. "Power ARCH modelling of commodity futures data on the London Metal Exchange," European Journal of Finance, Taylor and Francis Journals, vol. 7(1), pages 22-38, March. [Downloadable!] (restricted)
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