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http://hdl.handle.net/11718/13512Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Kumar, B. | |
| dc.contributor.author | Pandey, Ajay | |
| dc.date.accessioned | 2013-05-12T09:06:58Z | |
| dc.date.available | 2013-05-12T09:06:58Z | |
| dc.date.issued | 2013 | |
| dc.identifier.uri | http://hdl.handle.net/11718/13512 | |
| dc.description.abstract | In this paper, the authors aim to investigate the short-run as well as long-run market efficiency of Indian commodity futures markets using different asset pricing models. Four agricultural (soybean, corn, castor seed and guar seed) and seven non-agricultural (gold, silver, aluminium, copper, zinc, crude oil and natural gas) commodities have been tested for market efficiency and unbiasedness | |
| dc.language.iso | en | en_US |
| dc.publisher | Journal of Indian Business Research | en_US |
| dc.subject | Market Efficiency | en_US |
| dc.subject | Market | en_US |
| dc.title | Market efficiency in Indian commodity futures markets | en_US |
| dc.type | Article | en_US |
| Appears in Collections: | Journal Articles | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Market Efficiency in Indian Commodity Futures Markets.pdf Restricted Access | 241.46 kB | Adobe PDF | View/Open Request a copy |
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