Price Discovery and Efficiency of Indian Agricultural Commodity Futures Market: An Empirical Investigation-Reference-Cited by-同舟云学术

Price Discovery and Efficiency of Indian Agricultural Commodity Futures Market: An Empirical Investigation

Published:2017-01-30 Issue:1 Volume:16 Page:129-154
ISSN:0971-1554
Container-title:Journal of Quantitative Economics
language:en
Short-container-title:J. Quant. Econ.

Author:

Inani Sarveshwar Kumar

Publisher

Springer Science and Business Media LLC

Link

http://link.springer.com/article/10.1007/s40953-017-0074-7/fulltext.html

Reference39 articles.

1. Ali, Jabir, and Kriti Bardhan Gupta. 2011. Efficiency in agricultural commodity futures markets in India: Evidence from cointegration and causality tests. Agricultural Finance Review 71: 162–178. doi: 10.1108/00021461111152555 .

2. Arora, Sunita, and Narender Kumar. 2013. Role of futures market in price discovery. Decision (0304-0941) 40: 165–179. doi: 10.1007/s40622-013-0019-8 .

3. Baillie, Richard T., G. Geoffrey Booth, Yiuman Tse, and Tatyana Zabotina. 2002. Price discovery and common factor models. Journal of Financial Markets 5: 309–321. doi: 10.1016/S1386-4181(02)00027-7 .

4. Brockman, Paul, and Yiuman Tse. 1995. Information shares in Canadian agricultural cash and futures markets. Applied Economics Letters 2: 335–338. doi: 10.1080/758518983 .

5. Dummu, Tata Rao. 2009. Commodity futures markets in India: its impact on production and prices. Indian Journal of Agricultural Economics 64: 333–356.

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