Market Efficiency and Price Discovery in Cocoa Markets

This paper tests the efficiency and price discovery mechanism in the cocoa cash and futures markets over the period March 1981-August 2009. The results indicate that the price discovery is done in the cash market and spreads to the futures markets and that the futures price can be seen as an unbiase...

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Bibliographic details
Volume: 17
Main Author: Ohemeng, Williams
Sjo, Bo
Danquah, Michael
Format: Journal Article
Language: English
Place of publication: USA Routledge 03.05.2016
Routledge, Taylor & Francis Group
published in: Journal of African business Vol. 17; no. 2; pp. 209 - 224
ORCID: 0000-0002-8145-1000
Data of publication: 5/3/2016
ISSN: 1522-8916
1522-9076
EISSN: 1522-9076
Discipline: Business
Economics
Subjects:
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Primary Sources Access—Foundation Edition - Canada
Primary Sources Access—Foundation Edition - UK / I
Primary Sources Access—Foundation Edition - EMEALA
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Primary Sources Access & Build - West
Primary Sources Access & Build - EMEALA
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Primary Sources Access & Build - Midwest
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