Convergence to efficiency in FTSE-100 futures market
Year of publication: |
2010
|
---|---|
Authors: | Lien, Da-hsiang Donald ; Xiang, Ju |
Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 1.2010, 3, p. 243-257
|
Subject: | Derivat | Derivative | Wirtschaftliche Konvergenz | Economic convergence | Effizienzmarkthypothese | Efficient market hypothesis | Effizienz | Efficiency | Warenbörse | Commodity exchange | Großbritannien | United Kingdom | Rohstoffderivat | Commodity derivative |
-
Convergence to Efficiency in FTSE-100 Futures Market
Xiang, Ju, (2011)
-
Trading on mean-reversion in energy futures markets
Lubnau, Thorben, (2015)
-
Time-varying long range dependence in energy futures markets
Sensoy, Ahmet, (2014)
- More ...
-
Price discovery in the foreign exchange futures market
Tse, Yiuman, (2006)
-
Convergence to efficiency in FTSE-100 futures market
Lien, Donald, (2010)
-
A Regime-Switching Nelson--Siegel Term Structure Model and Interest Rate Forecasts
Xiang, Ju, (2013)
- More ...