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Market efficiency of commodity futures in India
11 references·3 citing·33 second hop
Market efficiency of commodity futures in India (2014)Market efficiency of commodity futures in…Efficiency in agricultural commodity futures markets in India (2011)Efficiency in agricultural co…Efficiency tests of agricultural commodity futures markets in China (2005)Efficiency tests of agricultu…Cointegration and market efficiency in commodities futures markets (1994)Cointegration and market effi…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation (1992)Estimation and Testing of Coi…Futures market efficiency: Evidence from cointegration tests (1991)Futures market efficiency: Ev…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Price discovery and volatility spillover: an empirical evidence from spot and futures agricultural commodity markets in India (2020)Price discovery and volatilit…Regulatory reform and market efficiency: The case of Indian agricultural commodity futures markets (2019)Regulatory reform and market …A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices (2017)A multifractal detrended fluc…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Testing for a Unit Root in Time Series Regression (1988)A cointegration test for oil futures market efficiency (1993)The relationship between spot and futures prices: Evidence from the crude oil market (1999)The relative efficiency of commodity futures markets (1999)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Asset storability and price discovery in commodity futures markets: A new look (2001)A selected review of agricultural commodity futures and options markets (2004)Volatility spillover effects and cross hedging in corn and crude oil futures (2010)Time Series Regression with a Unit Root (1987)Inference in Linear Time Series Models with some Unit Roots (1990)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (2005)The impact of economic growth on CO2 emissions in Azerbaijan (2018)How do technological innovation and fiscal decentralization affect the environment? A story of the fourth industrial revolution and sustainable growth (2020)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)International linkages of the Chinese futures markets (2007)The pricing efficiency of crude oil futures in the Shanghai International Exchange (2019)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1992Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation489 cited
  • 1991Futures market efficiency: Evidence from cointegration tests175 cited
  • 1994Cointegration and market efficiency in commodities futures markets131 cited
  • 2005Efficiency tests of agricultural commodity futures markets in China127 cited
  • 2011Efficiency in agricultural commodity futures markets in India98 cited

Cited by

  • 2017A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices80 cited
  • 2020Price discovery and volatility spillover: an empirical evidence from spot and futures agricultural commodity markets in India63 cited
  • 2019Regulatory reform and market efficiency: The case of Indian agricultural commodity futures markets

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23 cited