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Unbiasedness and market efficiency test of the U.S. rice futures market

McKenzie, Andrew M.; Jiang, Bingrong; Djunaidi, Harjanto; … - In: Review of agricultural economics : RAE 24 (2002) 2, pp. 474-493

Persistent link: https://www.econbiz.de/10001745002

Market efficiency in agricultural futures markets

McKenzie, Andrew M.; Holt, Matthew T. - In: Applied economics 34 (2002) 12, pp. 1519-1532

Persistent link: https://www.econbiz.de/10001687984

The performance of event study approaches using daily commodity futures returns

McKenzie, Andrew M.; Thomsen, Michael R.; Dixon, Bruce L. - In: The journal of futures markets 24 (2004) 6, pp. 533-555

Persistent link: https://www.econbiz.de/10002059371

Quasi-rational and Ex Ante price expectations in commodity supply models : an empirical analysis of the US broiler market

Holt, Matthew T.; McKenzie, Andrew M. - In: Journal of applied econometrics 18 (2003) 4, pp. 407-426

Persistent link: https://www.econbiz.de/10001779857

How much is that exam grade really worth? : an estimation of student risk aversion to their unknown final college course grades

Nalley, Lanier; McKenzie, Andrew M. - In: The journal of economic education 42 (2011) 4, pp. 338-353

Persistent link: https://www.econbiz.de/10009384146

Nonparametric tests of commodity futures market efficiency

McKenzie, Andrew M.; Djunaidi, Harjanto; Wailes, Eric J.; … - In: The southern business & economic journal 25 (2002) 3/4, pp. 163-173

Persistent link: https://www.econbiz.de/10002007982

Asymmetry price transmission in the deregulated rice markets in Bangladesh : asymmetric error correction model

Alam, Mohammad Jahangir; McKenzie, Andrew M.; Begum, … - In: Agribusiness : an internat. journal 32 (2016) 4, pp. 498-511

Persistent link: https://www.econbiz.de/10011713676

Unbiasedness and Market Efficiency Tests of the U.S. Rice Futures Market

McKenzie, Andrew M.; Jiang, Bingrong; Djunaidi, Harjanto; … - 2010

This study examines short-run and long-run unbiasedness within the U.S. rice futures market. Standard OLS, cointegration, and error-correction models are used to determine unbiasedness. In addition, the forecasting performance of the rice futures market is analyzed and compared to out-of-sample...

Persistent link: https://www.econbiz.de/10014091834