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- W1548653399 abstract "This study investigates the price adjustment process and efficiency of corn and oats futures markets using data from the 1986 contracts traded on the CBOT. Amihud-Mendelson's (1987) model, Box-Jenkins' (1970) techniques, and Black's (1986) criteria are employed. The competitive performance of speculators in grain futures markets is also examined . (This abstract was borrowed from another version of this item.)" @default.
- W1548653399 created "2016-06-24" @default.
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- W1548653399 date "1990-08-05" @default.
- W1548653399 modified "2023-09-27" @default.
- W1548653399 title "THE PRICE ADJUSTMENT PROCESS AND EFFICIENCY OF GRAIN FUTURES MARKETS IMPLIED BY RETURN SERIES OF VARIOUS TIME INTERVALS" @default.
- W1548653399 doi "https://doi.org/10.22004/ag.econ.270981" @default.
- W1548653399 hasPublicationYear "1990" @default.
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