Short-term and long-term efficiency in commodity spot and futures markets

The effect of contemporaneous futures market volume on spot market volatility

Board, J.
Sandmann, G.
Sutcliffe, C.M.
London School of Economics (United Kingdom). Financial Markets Group

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(277) / BLDSC - British Libra...

Time series of commodity futures prices

Black, J.
Tonks, I.
London School of Economics (United Kingdom). Financial Markets Group

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(331) / BLDSC - British Libra...

Measuring market power and efficiency over time

Bourlakis, C.A.
Leicester Univ. (United Kingdom). Management Centre

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9482(92/1) / BLDSC - British Lib...

Efficient predictions of inefficient markets An analysis of commodity spot and futures markets

Foster, A
Antoniou, A.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1991

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(BU-CERF-DP--91-03) / BLDSC...

Futures markets efficiency Evidence from unevenly spaced contracts

Newbold, P.
Rayner, T.
Ennew, C.
Nottingham Univ. (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(99/34) / BLDSC - British L...

Commodity markets, commodity futures and international commodity policy

Gilbert, C.L
Queen Mary Coll., London (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:6392.9259(QMWC-DE-P--248) / BLDSC - ...

Futures trading on commodity markets

Koettering, A.H

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:D171098 / BLDSC - British Library Do...

Efficiency tests of future markets for UK agricultural commodities

Aulton, A.
Ennew, C.
Rayner, A.
Nottingham Univ. (United Kingdom). School of Management and Finance

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.811(NU-SMF-DP--1996/8) / BLDSC -...

How commodity futures markets work

Yamey, B.S.
Sandor, R.L.
Hindley, B
Trade Policy Research Centre, London (United Kingdom)

January 1985

4.00SIGLEAvailable from British Library Lending Division - LD:8814.2(42) / BLDSC - British Library D...

Currency market efficiency and common stochastic trends Further evidence

Luintel, K.B.
Paudyal, K
Loughborough Univ. of Technology (United Kingdom). Banking Centre

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:7752.5575(LUBC-RP--93/95) / BLDSC - ...

Informational efficiency and welfare in the stock market

Orosel, G.O
London School of Economics (United Kingdom). Financial Markets Group

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--176) / BLDSC - ...

On the functioning and the efficiency of the emerging equity markets

Spyrou, S.I.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DX194315 / BLDSC - British Library Do...

Efficiency of the forward market day by day and month by month

Copeland, L.S
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1991

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.214405(SU-DAF-WP--9106) / BLDSC ...

Futures markets for agricultural commodities in developing countries

Valliant, C.
Morgan, C.
Rayner, A.
Nottingham Univ. (United Kingdom). Centre for Research in Economic Development and International Trade (CREDIT)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3487.2848(97/1) / BLDSC - British Lib...

An analysis of forecasting ability and market timing

Ward, C
Kay, J.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1991

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.214405(SU-DAF-WP--9108) / BLDSC ...

The effect of contemporaneous futures market volume on spot market volatility

Board, J.
Sandmann, G.
Sutcliffe, C.M.
London School of Economics (United Kingdom). Financial Markets Group

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(277) / BLDSC - British Libra...

Time series of commodity futures prices

Black, J.
Tonks, I.
London School of Economics (United Kingdom). Financial Markets Group

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(331) / BLDSC - British Libra...

Measuring market power and efficiency over time

Bourlakis, C.A.
Leicester Univ. (United Kingdom). Management Centre

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9482(92/1) / BLDSC - British Lib...

Efficient predictions of inefficient markets An analysis of commodity spot and futures markets

Foster, A
Antoniou, A.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1991

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(BU-CERF-DP--91-03) / BLDSC...

Futures markets efficiency Evidence from unevenly spaced contracts

Newbold, P.
Rayner, T.
Ennew, C.
Nottingham Univ. (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(99/34) / BLDSC - British L...

Commodity markets, commodity futures and international commodity policy

Gilbert, C.L
Queen Mary Coll., London (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:6392.9259(QMWC-DE-P--248) / BLDSC - ...

Futures trading on commodity markets

Koettering, A.H

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:D171098 / BLDSC - British Library Do...

Efficiency tests of future markets for UK agricultural commodities

Aulton, A.
Ennew, C.
Rayner, A.
Nottingham Univ. (United Kingdom). School of Management and Finance

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.811(NU-SMF-DP--1996/8) / BLDSC -...

How commodity futures markets work

Yamey, B.S.
Sandor, R.L.
Hindley, B
Trade Policy Research Centre, London (United Kingdom)

January 1985

4.00SIGLEAvailable from British Library Lending Division - LD:8814.2(42) / BLDSC - British Library D...

Currency market efficiency and common stochastic trends Further evidence

Luintel, K.B.
Paudyal, K
Loughborough Univ. of Technology (United Kingdom). Banking Centre

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:7752.5575(LUBC-RP--93/95) / BLDSC - ...

Informational efficiency and welfare in the stock market

Orosel, G.O
London School of Economics (United Kingdom). Financial Markets Group

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--176) / BLDSC - ...

On the functioning and the efficiency of the emerging equity markets

Spyrou, S.I.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DX194315 / BLDSC - British Library Do...

Efficiency of the forward market day by day and month by month

Copeland, L.S
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1991

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.214405(SU-DAF-WP--9106) / BLDSC ...

Futures markets for agricultural commodities in developing countries

Valliant, C.
Morgan, C.
Rayner, A.
Nottingham Univ. (United Kingdom). Centre for Research in Economic Development and International Trade (CREDIT)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3487.2848(97/1) / BLDSC - British Lib...

An analysis of forecasting ability and market timing

Ward, C
Kay, J.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1991

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.214405(SU-DAF-WP--9108) / BLDSC ...

The effect of contemporaneous futures market volume on spot market volatility

Board, J.
Sandmann, G.
Sutcliffe, C.M.
London School of Economics (United Kingdom). Financial Markets Group

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(277) / BLDSC - British Libra...

Time series of commodity futures prices

Black, J.
Tonks, I.
London School of Economics (United Kingdom). Financial Markets Group

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(331) / BLDSC - British Libra...

Measuring market power and efficiency over time

Bourlakis, C.A.
Leicester Univ. (United Kingdom). Management Centre

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9482(92/1) / BLDSC - British Lib...

Short-term and long-term efficiency in commodity spot and futures markets

Abstract

Extracted data

Short-term and long-term efficiency in commodity spot and futures markets

Abstract

Extracted data

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