FUTURES MARKET-EFFICIENCY - EVIDENCE FROM COINTEGRATION TESTS

被引：91

|

作者：

CHOWDHURY, AR

机构：

来源：

JOURNAL OF FUTURES MARKETS | 1991年 / 11卷 / 05期

关键词：

D O I：

10.1002/fut.3990110506

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

收藏

页码：577 / 589

页数：13

相关论文

共 50 条

[1] TESTS OF EXCHANGE MARKET-EFFICIENCY - FRAGILE EVIDENCE FROM COINTEGRATION TESTS
SEPHTON, PS
LARSEN, HK
[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1991, 10 (04) : 561 - 570
[2] A COINTEGRATION TEST FOR OIL FUTURES MARKET-EFFICIENCY
CROWDER, WJ
HAMED, A
[J]. JOURNAL OF FUTURES MARKETS, 1993, 13 (08) : 933 - 941
[3] COINTEGRATION AND MARKET-EFFICIENCY IN COMMODITIES FUTURES MARKETS
BECK, SE
[J]. APPLIED ECONOMICS, 1994, 26 (03) : 249 - 257
[4] EXCHANGE-RATE MARKET-EFFICIENCY - FURTHER EVIDENCE FROM COINTEGRATION TESTS
UKPOLO, V
[J]. APPLIED ECONOMICS LETTERS, 1995, 2 (06): : 196 - 198
[5] COINTEGRATION AND MARKET-EFFICIENCY
DWYER, GP
WALLACE, MS
[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1992, 11 (04) : 318 - 327
[6] A COINTEGRATION TEST FOR MARKET-EFFICIENCY
LAI, KS
LAI, M
[J]. JOURNAL OF FUTURES MARKETS, 1991, 11 (05) : 567 - 575
[7] AN EMPIRICAL-EVALUATION OF TREASURY-BILL FUTURES MARKET-EFFICIENCY - EVIDENCE FROM FORECAST EFFICIENCY TESTS
MACDONALD, SS
HEIN, SE
[J]. JOURNAL OF FUTURES MARKETS, 1993, 13 (02) : 199 - 211
[8] FOREIGN-EXCHANGE MARKET-EFFICIENCY AND COINTEGRATION - SOME EVIDENCE FROM THE RECENT FLOAT
MACDONALD, R
TAYLOR, MP
[J]. ECONOMICS LETTERS, 1989, 29 (01) : 63 - 68
[9] TESTING FUTURES MARKET-EFFICIENCY - A RESTATEMENT
MABERLY, ED
[J]. JOURNAL OF FUTURES MARKETS, 1985, 5 (03) : 425 - 432
[10] FUTURES MARKET-EFFICIENCY IN THE SOYBEAN COMPLEX
RAUSSER, GC
CARTER, C
[J]. REVIEW OF ECONOMICS AND STATISTICS, 1983, 65 (03) : 469 - 478

← 1 2 3 4 5 →