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TESTING EFFICIENCY OF THE COPPER FUTURES MARKET: NEW EVIDENCE FROM LONDON METAL EXCHANGE
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References

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  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
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  • 1987Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage1,047 cited
  • 1993Long-Run Economic Relationships: Readings in Cointegration.925 cited
  • 1993Testing for a Unit Root872 cited
  • 1989Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets408 cited
  • 1980The "Speculative Efficiency" Hypothesis

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402 cited
  • 1991Futures market efficiency: Evidence from cointegration tests175 cited
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