Cash Market Tests of the Weak Form Efficient Market Hypothesis

Linda Cox, Thomas Sporleder () and Jean-Paul Chavas ()

No 279133, 1982 Annual Meeting, August 1-4, Logan, Utah from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: The efficient market hypothesis can have important policy implications concerning the quantity and quality of market information publicly provided on agricultural commodity markets. This study explores appropriate methodology and some empirical tests of the weak form efficient market hypothesis applied to cash markets, rather than to commodity futures markets.

Keywords: Agricultural and Food Policy; Marketing (search for similar items in EconPapers)
Pages: 13
Date: 1982-08
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea82:279133

DOI: 10.22004/ag.econ.279133

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