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Testing Efficiency of Guar seed Futures: Empirical Evidence from India
2013
Journal:  
Romanian Economic Journal
Author:  
Abstract:

The paper aims to study the market efficiency, unbiasedness among Guar seed futures contracts traded at National Commodity & Derivatives Exchange Ltd(NCDEX). The study has tested the market efficiency and unbiasedness with different maturities using cointegration analysis, and short-term market efficiency, using an error correction model and GARCH-M-ECM. The results suggest that futures market for guar seed is inefficient and biased in both short run and long run for all maturity periods, which may becaused by over-speculation or market manipulation. The results indicate an urgent need to provide more powers to FMC to regulate the market and penalize any insider trading, cartelization and price manipulations.

Keywords:

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2013
Journal:  
Romanian Economic Journal
Author:  
0
2013
Journal:  
Romanian Economic Journal
Author:  
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Romanian Economic Journal

Field :   Sosyal, Beşeri ve İdari Bilimler

Journal Type :   Uluslararası

Metrics
Article : 527
Cite : 342
Quarter
Basic Field of Social, Humanities and Administrative Sciences
Q4
490/520
Details
Romanian Economic Journal