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- W2032300903 abstract "This article aims to examine the market efficiency of the commodity futures market in India, which has been growing phenomenally over the last few years. We estimate the long-run equilibrium relationship between multi-commodity futures and spot prices and then test for weak-form market efficiency by applying both the dynamic ordinary least squares and fully modified ordinary least squares methods. The entire sample period is from 2 January 2006 to 31 March 2011. The results indicate that a cointegrating relationship exists between these indices and that the commodity futures market appears efficient during the more recent sub-sample period since July 2009 onwards." @default.
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- W2032300903 date "2014-02-03" @default.
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- W2032300903 title "Market efficiency of commodity futures in India" @default.
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- W2032300903 doi "https://doi.org/10.1080/13504851.2013.872751" @default.
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