Unbiased Estimation, Price Discovery, and Market Efficiency: Futures Prices and Spot Prices
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Elsevier BV
Reference21 articles.
1. A re-examination of traditional hypotheses about the term structure of interest rates;Cox;Journal of Finance,1981
2. The price performance on the futures market of a nonstorable commodity: Live beef cattle;Leuthold;American Journal of Agricultural Economics,1974
3. The price-forecasting performance of futures markets for live cattle and hogs: A disaggregated analysis;Martin;American Journal of Agricultural Economics,1981
4. Market efficiency and cointegration: An application to Sterling and Deutschmark exchange rates;Hokkio;Journal of International Money and Finance,1989
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