The Price Discovery and Efficiency of Indian Commodity Future Market

by Rahul Roy

The study investigates the performance of Multi-Commodity Exchange Futures market in terms of market efficiency and price discovery with the Johansen & Juselius (1990) co-integration model. Vector... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3659474819
• ISBN13: 9783659474811
• Release Date: October 2013
• Publisher: LAP Lambert Academic Publishing
• Length: 168 Pages
• Weight: 0.56 lbs.
• Dimensions: 0.4" x 6.0" x 9.0"