HOW EFFICIENT IS THE ROUGH RICE FUTURES MARKET?

Efficiency of the rough rice futures market is analyzed relative to the Arkansas cash market. Market activity is examined and various efficiency tests are performed. Inefficiencies were found in beginning or low volume contracts, but some market efficiency criteria improved with time and greater contract volume.


Issue Date:
Aug 05 1990
Publication Type:
Conference Paper/ Presentation
DOI and Other Identifiers:
Record Identifier:
https://ageconsearch.umn.edu/record/270860
Language:
English
Total Pages:
16




 Record created 2018-04-06, last modified 2020-10-28

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