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- W2084328996 abstract "We examine whether the efficient market hypothesis can be applied to the Rotterdam and Italian oil markets, by analysing the log price changes observed in those markets for monthly data during the period January 1980 to December 1987. The objective is to investigate the leptokurticity in observed distributions of low price changes. The stable Paretian distributions have been used to test the leptokurtic distributions." @default.
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- W2084328996 date "1991-01-01" @default.
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- W2084328996 title "A weak form evaluation of the efficiency of the Rotterdam and Italian oil spot markets" @default.
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- W2084328996 doi "https://doi.org/10.1016/0140-9883(91)90052-2" @default.
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