Efficiency Tests of July Kansas City Wheat Futures
Three procedures are used to test Fama semistrong from efficiency of harvesttime price of Kansas City July wheat futures from 1947 through 1995. The three methods are (a) testing for jointly significant parameter estimates on nonfutures explanatory variables in econometric forecasting models, (b) te...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Western Agricultural Economics Association
1996-12-01
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| Series: | Journal of Agricultural and Resource Economics |
| Subjects: | |
| Online Access: | https://ageconsearch.umn.edu/record/31035 |