Are commodity futures markets short-term efficient? An empirical investigation
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More about this item
KeywordsCommodity price behaviour; market efficiency; underreaction; overreaction; Demand and Price Analysis; Marketing; Risk and Uncertainty; C13; C22; G14;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-06-28 (All new papers)
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