The futures market efficiency of gold, silver and copper
Gold, silver, and copper futures market efficiency is examined by looking at whether futures contract prices contain useful information about future spot prices. The Fama and French (1987) regression approach is applied to test whether the futures price has forecast power on the spot price or if it...
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| Format: | Others |
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2007
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| Online Access: | http://spectrum.library.concordia.ca/975756/1/MR40977.pdf Cao, Shen <http://spectrum.library.concordia.ca/view/creators/Cao=3AShen=3A=3A.html> (2007) The futures market efficiency of gold, silver and copper. Masters thesis, Concordia University. |