The Efficiency of the U.S. Cotton Futures Market (1986-2006): A Test for Normal Backwardation and Identification of Economic Indicators

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dc.creatorSalin, Victoria
dc.creatorChavez, Marissa
dc.creatorRobinson, John R.C.
dc.date2017-04-01T17:25:38Z
dc.date.accessioned2026-07-09T04:24:11Z
dc.descriptionThe cotton futures market was analyzed to determine pricing patterns and explain pricing with an equilibrium asset pricing framework. Results are consistent with the efficient market hypothesis over the long-run. Pricing trends existed within contracts and by seasons. Cotton futures do not show significant risk premiums over other financial assets.
dc.identifierdoi:10.22004/ag.econ.34921
dc.identifierhttps://ageconsearch.umn.edu/record/34921/files/sp07ch01.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/34921
dc.identifier.urihttp://hdl.handle.net/123456789/549404
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/34921
dc.titleThe Efficiency of the U.S. Cotton Futures Market (1986-2006): A Test for Normal Backwardation and Identification of Economic Indicators
dc.typeText

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