The information flow and market efficiency between the U.S. and Chinese aluminum and copper futures markets

Authors :: Hung-Gay Fung
Qingfeng oWilsono Liu
Yiuman Tse
Source :: Journal of Futures Markets. Dec, 2010, Vol. 30 Issue 12, p1192, 18 p.
Publication Year :: 2010
Abstract: The information flow and market efficiency exhibited between the aluminum and copper futures markets in the U.S. and Chinese scenarios are analyzed. Both the markets are shown to be closely related and are also highly efficient on a daily basis.

Subjects :: New York Mercantile Exchange Inc. -- Statistics
Futures market -- Forecasts and trends
Industrial efficiency -- Analysis
Commodities industry -- Statistics
Market trend/market analysis
Business
Business, general

Tools