A reexamination of the systematic downward bias in live cattle futures prices

Elam, Emmett; Wayoopagtr, Chaw

doi:10.1002/fut.3990120307

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Concept Of Futures Market Efficiency2

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1993

1999

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Cited by 3 publications

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“…Others found the market inefficient at times (Helmuth, 1981;Koppenhaver, 1983;Pluhar et al, 1985). Elam and Wayoopagtr (1992) suggested that the live cattle futures market has become more efficient in recent years. Koontz et al (1992) argued that some inefficiency may be inherent within the cattle futures markets.…”

Section: Concept Of Futures Market Efficiencymentioning

confidence: 99%

“…For the out-of-sample period, February, 198 I through December, 1982, nine trades showed a loss of $313 per trade before commission (Pluhar, Shafer, and Sporleder, 1985). From January, 1983 through December, 1989 the technique resulted in 41 trades with a $68 loss per trade before commission (Elam and Wayoopagtr, 1992). With each of the two post-Helmuth studies, the Helmuth trading technique could have been duplicated by adding one or two ex post established trading rules (filters).…”

Section: Concept Of Futures Market Efficiencymentioning

confidence: 99%

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