---
title: Market Efficiency of Chinese Copper Futures
url: https://www.ml-quant.com/papers/repec/eee-finana-v-94-y-2024-i-c-s1057521924001753/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001753
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924001753%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A94%3Ay%3A2024%3Ai%3Ac%3As1057521924001753
featured: 2024-06-12
citations: unknown
topic: Trading, Microstructure & Execution
---


# Market Efficiency of Chinese Copper Futures

The research finds China's copper futures market on the Shanghai Futures Exchange to be efficient with no significant arbitrage opportunities.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924001753%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A94%3Ay%3A2024%3Ai%3Ac%3As1057521924001753
- Identifier: RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001753
- Released: 2024-06-12
- First featured: Quant Letter No. 53 (2024-06-12): https://www.ml-quant.com/issues/2024-06-12/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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