Carbon trading thickness and market efficiency: A non-parametric test
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More about this item
Keywordspollution markets; carbon trading; efficient market hypothesis; thin trading; variance ratio tests;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-10-24 (All new papers)
- NEP-ENE-2009-10-24 (Energy Economics)
- NEP-ENV-2009-10-24 (Environmental Economics)
- NEP-REG-2009-10-24 (Regulation)
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