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The Efficiency of the U.S. Cotton Futures Market (1986-2006): A Test for Normal Backwardation and Identification of Economic Indicators

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Author Info
Salin, Victoria
Chavez, Marissa
Robinson, John
Abstract

The cotton futures market was analyzed to determine pricing patterns and explain pricing with an equilibrium asset pricing framework. Results are consistent with the efficient market hypothesis over the long-run. Pricing trends existed within contracts and by seasons. Cotton futures do not show significant risk premiums over other financial assets.

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Publisher Info
Paper provided by Southern Agricultural Economics Association in its series 2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama with number 34921.

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Date of creation: 2007
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Handle: RePEc:ags:saeasm:34921

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Related research
Keywords: Marketing;

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

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