The Efficiency of Chinese Futures Markets
Chinese futures markets are criticized in recent years because of its inefficient performance in forecasting cash price in the future. In first place, commodity futures markets do not have cointegration relationship with cash markets; in second place, commodity futures price cannot act as an unbiase...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2014
|
| Online Access: | https://eprints.nottingham.ac.uk/27450/ |