DocumentCode
1631602
Title
Notice of Retraction
Empirical analysis of efficient hypothesis for China metal futures market
Author
Cheng, Shufang ; Na, Xiaohong ; Yang, Zhiming
Author_Institution
Department of International Economy and Trade, Business School of Hohai University, Changzhou, China
fYear
2011
Firstpage
1
Lastpage
4
Abstract
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
In order to test if the China metal futures market follow the Weak EMH, the paper take the time series data of the copper futures price and aluminum futures price listed on SHFE as research object. By using the approach of serial correlation test, the run test and ADF unit root test, the paper concludes that China futures market doesn´t follow the weak EMH.
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
In order to test if the China metal futures market follow the Weak EMH, the paper take the time series data of the copper futures price and aluminum futures price listed on SHFE as research object. By using the approach of serial correlation test, the run test and ADF unit root test, the paper concludes that China futures market doesn´t follow the weak EMH.
Keywords
Aluminum; Contracts; Copper; Correlation; Fluctuations; Time series analysis; Yttrium; ADF unit root test; futures market; serial correlation test; the run test; weak EMH;
fLanguage
English
Publisher
ieee
Conference_Titel
E -Business and E -Government (ICEE), 2011 International Conference on
Conference_Location
Shanghai, China
Print_ISBN
978-1-4244-8691-5
Type
conf
DOI
10.1109/ICEBEG.2011.5881506
Filename
5881506
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