EXAMINING THE VALIDITY OF A TEST OF FUTURES MARKET-EFFICIENCY

[1] Baumol William J., 1970, EC DYNAMICS

[2] FUTURES MARKET-EFFICIENCY AND THE TIME CONTENT OF THE INFORMATION SETS [J]. JOURNAL OF FUTURES MARKETS, 1983, 3 (03) : 321 - 334

[3] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[4] FULLER WA, 1976, INTRO STATISTICAL TI

[5] Johnston J., 1972, ECONOMETRIC METHODS, V2nd edn

[6] Judge G.G., 1985, THEORY PRACTICE ECON, V2nd ed

[7] Kendall M.G., 1964, RANDOM CHARACTER STO

[8] LABYS WC, 1970, SPECULATION HEDGING

[9] Leath M. N., 1983, North Central Journal of Agricultural Economics, V5, P91, DOI 10.2307/1349144

[10] PRICE PERFORMANCE ON FUTURES MARKET OF A NONSTORABLE COMMODITY - LIVE BEEF-CATTLE [J]. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1974, 56 (02) : 271 - 279

[1] Baumol William J., 1970, EC DYNAMICS

[2] FUTURES MARKET-EFFICIENCY AND THE TIME CONTENT OF THE INFORMATION SETS [J]. JOURNAL OF FUTURES MARKETS, 1983, 3 (03) : 321 - 334

[3] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[4] FULLER WA, 1976, INTRO STATISTICAL TI

[5] Johnston J., 1972, ECONOMETRIC METHODS, V2nd edn

[6] Judge G.G., 1985, THEORY PRACTICE ECON, V2nd ed

[7] Kendall M.G., 1964, RANDOM CHARACTER STO

[8] LABYS WC, 1970, SPECULATION HEDGING

[9] Leath M. N., 1983, North Central Journal of Agricultural Economics, V5, P91, DOI 10.2307/1349144

[10] PRICE PERFORMANCE ON FUTURES MARKET OF A NONSTORABLE COMMODITY - LIVE BEEF-CATTLE [J]. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1974, 56 (02) : 271 - 279