Market efficiency in Indian commodity futures markets
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
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