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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

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

The cost of forward contracting in the CIF NOLA export bid market

McKenzie, Andrew M.; Isbell, Bradley J.; Brorsen, Wade - In: Journal of agricultural and applied economics : JAEE 51 (2019) 1, pp. 164-181

Persistent link: https://www.econbiz.de/10012040664

Factor model index for commodity investment

Broby, Daniel; McKenzie, Andrew M.; Bautheac, Olivier - In: The journal of index investing : ETFs, ETPs, & indexing 12 (2021) 3, pp. 33-52

Persistent link: https://www.econbiz.de/10012698298

Nonparametric Tests of Commodity Futures Market Efficiency

McKenzie, Andrew M.; Djunaidi, Harjanto; Wailes, Eric J.; … - 2004

Commodity futures markets carry out two important marketing functions with respect to agricultural products: (1) a price discovery role and (2) a price risk management role. The relative effectiveness with which futures markets fulfill these two roles is dependent on the efficiency of the...

Persistent link: https://www.econbiz.de/10014069916