This paper builds an indicator of the market inefficiency degree by quantifying the extent of
the market deviation from an efficient status. From a novel perspective of informational …

This study reviews the literature on market efficiency and calendar anomalies in agricultural
commodity futures markets in India and abroad. The study finds that most studies used …

Energy stocks have become an essential segment of the investment portfolios of both
households and institutional investors. This study investigates the dynamic aspect of …

The paper aims at examining the weak-form informational efficiency of fuel markets in the
Visegrad Group (V4) countries: the Czech Republic, Hungary, Poland and Slovakia from …

In order to test whether the West Texas Intermediate (WTI) crude oil futures market follows a
random walk or not, this paper mainly uses Variance Ratio test by Lo and Mackinlay to do …

Abstract The Efficient Market Hypothesis received much attention in the late 1970s. Those
early studies focused on examining the efficiency of stock markets, however since that time …

Crude oil is a strategic commodity that has been one of the largest commodity market over
the past 40 years in the world. The main players in the market, such as manufacturers …