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http://hdl.handle.net/11718/13512| Title: | Market efficiency in Indian commodity futures markets |
| Authors: | Kumar, B. Pandey, Ajay |
| Keywords: | Market Efficiency;Market |
| Issue Date: | 2013 |
| Publisher: | Journal of Indian Business Research |
| 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 |
| URI: | http://hdl.handle.net/11718/13512 |
| 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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