Market efficiency in Indian commodity futures markets

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Kumar, Brajesh and Pandey, Ajay (2013) Market efficiency in Indian commodity futures markets. Journal of Indian Business Research, 5 (2). pp. 101-121. ISSN 1755-4195

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Abstract

In this paper, the authors aim to investigate the short‐run as well as long‐run market efficiency of Indian commodity futures markets using different asset pricing models. Four agricultural (soybean, corn, castor seed and guar seed) and seven non‐agricultural (gold, silver, aluminum, copper, zinc, crude oil and natural gas) commodities have been tested for market efficiency and unbiasedness.

Item Type:	Article
Keywords:	Long run efficiency \| Short run efficiency \| Commodity markets, \| India \| Indian commodity futures markets \| Unbiasedness \| Time varying risk premium
Subjects:	Social Sciences and humanities > Business, Management and Accounting > General Management
JGU School/Centre:	Jindal Global Business School
Depositing User:	Amees Mohammad
Date Deposited:	01 Mar 2022 10:30
Last Modified:	02 Mar 2022 04:39
Official URL:	https://doi.org/10.1108/17554191311320773
URI:	https://pure.jgu.edu.in/id/eprint/1431

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