Testing Overreaction and Under-reaction in the Commodity Futures Market
Results from previous studies testing for under-reaction and overreaction in the commodity futures market are mixed and inconclusive. Using a data of more than 20 categories of future contacts ranging from agricultural, metal and energy, we have found significant evidence of under-reaction in food a...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2012
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| Online Access: | https://ink.library.smu.edu.sg/etd_coll/89 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1085&context=etd_coll |
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| Institution: | Singapore Management University |
| Language: | English |