Market efficiency in Indian commodity futures markets

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