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Futures market efficiency and the time content of the information sets

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  • David Bigman
  • David Goldfarb
  • Edna Schechtman

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  • David Bigman & David Goldfarb & Edna Schechtman, 1983. "Futures market efficiency and the time content of the information sets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 3(3), pages 321-334, September.
    • Handle: RePEc:wly:jfutmk:v:3:y:1983:i:3:p:321-334
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    Cited by:

    1. Sibanjan Mishra, 2019. "Testing Martingale Hypothesis Using Variance Ratio Tests: Evidence from High-frequency Data of NCDEX Soya Bean Futures," Global Business Review, International Management Institute, vol. 20(6), pages 1407-1422, December.
    2. Melike Bildirici & Nilgun Guler Bayazit & Yasemen Ucan, 2020. "Analyzing Crude Oil Prices under the Impact of COVID-19 by Using LSTARGARCHLSTM," Energies, MDPI, vol. 13(11), pages 1-18, June.
    3. Narinder Pal Singh & Archana Singh, 2017. "Empirical Investigation on Food Inflation and Efficiency Issues in Indian Agri-futures Market," Emerging Economy Studies, International Management Institute, vol. 3(2), pages 156-165, November.
    4. Mohanty, Sunil K. & Mishra, Sibanjan, 2020. "Regulatory reform and market efficiency: The case of Indian agricultural commodity futures markets," Research in International Business and Finance, Elsevier, vol. 52(C).
    5. Górska, Anna & Krawiec, Monika, 2017. "Analiza efektywności informacyjnej w formie słabej na rynkach „soft commodities” z wykorzystaniem wybranych testów statystycznych," Problems of World Agriculture / Problemy Rolnictwa Światowego, Warsaw University of Life Sciences, vol. 17(32, Part ), September.
    6. H. Holly Wang & Bingfan Ke, 2005. "Efficiency tests of agricultural commodity futures markets in China," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(2), pages 125-141, June.
    7. Kitchen, John, 1988. "Agricultural Futures Prices And New Information," Staff Reports 278066, United States Department of Agriculture, Economic Research Service.
    8. Lucy F. Ackert & William C. Hunter, 1994. "Rational Expectations And The Dynamic Adjustment Of Security Analysts' Forecasts To New Information," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(3), pages 387-401, September.
    9. Bendik P. Andersen & Petter E. de Lange, 2021. "Efficiency in the Atlantic salmon futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(6), pages 949-984, June.
    10. Baur, Robert Frederick, 1992. "Overreaction in futures markets," ISU General Staff Papers 1992010108000010973, Iowa State University, Department of Economics.

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