He, Ling-Yun; Yang, Sheng; Xie, Wen-Si; Han, Zhi-Hong - In: Emerging Markets Finance and Trade 50 (2014) 1S, pp. 148-166
In this paper, we choose six representative futures contracts—soybean, soy meal, corn, hard wheat, strong gluten wheat, and sugar—from China's futures markets to examine predictability and market efficiency from the perspective of the price-volume relationships. Our empirical results show...