A test of futures market disequilibrium using twelve different technical trading systems
Author:
Affiliation:
1. a Dunn & Hargitt Investment Management , Lafayette , IN , USA
2. b Purdue University , West Lafayette , IN , USA
3. c The Ohio State University , Columbus , OH , USA
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036848800000113
Reference49 articles.
1. Barker, D. (1981) Commodity Systems Reports
2. On commodity market risk premiums: Additional evidence
3. On The Dynamic Behavior of Prices in Disequilibrium
4. Dependency and efficiency in the London terminal markets
5. The weak form efficiency of the London Metal Exchange
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