Testing for weak-form efficiency in South African futures market for wheat and sunflower seeds
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References listed on IDEAS
- Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
- Baillie, Richard T & Myers, Robert J, 1991. "Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(2), pages 109-124, April-Jun.
- A. J. Aulton & C. T. Ennew & A. J. Rayner, 1997. "Efficiency Tests Of Futures Markets For Uk Agricultural Commodities," Journal of Agricultural Economics, Wiley Blackwell, vol. 48(1-3), pages 408-424.
- Moholwa, Motlatjo B., 2005. "Testing for Weak-Form Efficiency in South African Futures Markets for White and Yellow Maize," Graduate Research Masters Degree Plan B Papers 11096, Michigan State University, Department of Agricultural, Food, and Resource Economics.
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- Ying-Foon Chow, 2001. "Arbitrage, Risk Premium, and Cointegration Tests of the Efficiency of Futures Markets," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 28(5-6), pages 693-713.
- repec:bla:sajeco:v:84:y:2016:i:4:p:636-653 is not listed on IDEAS
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