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Informational efficiency of CPO futures contracts


Hassan, Taufik and Mohd Arshad, Fatimah and Md Nassir, Annuar (2002) Informational efficiency of CPO futures contracts. Research Report. Research Management Centre, Serdang, Selangor.

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Item Type: Monograph (Research Report)
Divisions: Faculty of Economics and Management
Publisher: Research Management Centre
Notes: Research funded by the Intensification of Research in Priority Areas (IRPA) – Supported by IRPA RM-7 (1996-2000), Cycle 1997, Grant 05-02-04-0012
Keywords: CPO futures contract; Informational efficiency; Hedging; Cointegration; Causality
Depositing User: Mohd Hafiz Che Mahasan
Date Deposited: 10 Mar 2016 08:30
Last Modified: 02 Mar 2017 07:40
URI: http://psasir.upm.edu.my/id/eprint/32587
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