Market efficiency of China and Thailand commodity futures exchanges

• Main Authors: Nguyen, Minh Khoa, Tran, Lan Anh, Vo Thi, Thu Hien
• Other Authors: Charoenwong, Charlie
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Futures
• Online Access: http://hdl.handle.net/10356/10478
• Institution: Nanyang Technological University

This study tests the market efficiency of commodity futures market in China and Thailand. We apply the Johansen approach to examine the unbiasedness hypothesis for soy bean meal, hard white winter wheat, natural rubber (China) and rubber RSS3 (Thailand) commodity futures over the period of 2001 to 2...