The authors are, respectively, Associate Professor of Finance and N.D.E.A. Fellow at The University of Iowa. Mr. Bear was formerly a market analyst with the Commodity Exchange Authority, U.S.D.A. The authors wish to thank Robert Soldofsky, The University of Iowa, and Michael Jensen, University of Rochester, for advice and criticisms. We wish also to recognize the Bureau of Business and Economic Research of The University of Iowa and Edith Ennis of the Bureau for assisting in the preparation of this manuscript
COMMODITY FUTURES: TRENDS OR RANDOM WALKS?
Version of Record online: 30 APR 2012
© 1970 the American Finance Association
The Journal of Finance
Volume 25, Issue 1, pages 65–81, March 1970
How to Cite
Stevenson, R. A. and Bear, R. M. (1970), COMMODITY FUTURES: TRENDS OR RANDOM WALKS?. The Journal of Finance, 25: 65–81. doi: 10.1111/j.1540-6261.1970.tb00414.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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