Liu acknowledges financial support from the College of Business at James Madison University. Tse acknowledges the College of Business at the University of Texas and U.S. Global Investors, Inc. for financial support. The authors thank Cathy Mai, Eric Johnson (the discussant), and the participants at the 20th annual Asia-Pacific Futures Research Symposium in Hong Kong for valuable comments.
The information flow and market efficiency between the U.S. and Chinese aluminum and copper futures markets†
Article first published online: 6 JUL 2010
© 2010 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 30, Issue 12, pages 1192–1209, December 2010
How to Cite
Fung, H.-G., “Wilson” Liu, Q. and Tse, Y. (2010), The information flow and market efficiency between the U.S. and Chinese aluminum and copper futures markets. J. Fut. Mark., 30: 1192–1209. doi: 10.1002/fut.20474
- Issue published online: 6 JUL 2010
- Article first published online: 6 JUL 2010
- Manuscript Accepted: MAY 2010
- Manuscript Received: AUG 2009
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