Liu Hui-hong
Abstract
Based on the concept of history,we suggest a new method to test market efficiency.Then we use this method to do a test of market efficiency in copper futures market in Shanghai Futures Exchange and find that the market is weak efficient.
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Based on the concept of history,we suggest a new method to test market efficiency.Then we use this method to do a test of market efficiency in copper futures market in Shanghai Futures Exchange and find that the market is weak efficient.
Key concepts: Futures market, Futures contract, Market efficiency, Test (biology), Forward market, Economics, Market microstructure, Financial economics