Futures market efficiency, the unbiasedness hypothesis and variance-bounds tests : the case of the FTSE-100 futures contract
Antonios Antoniou and Phil Holmes
| Year of publication: |
1996
|
|---|---|
| Authors: | Antoniou, Antonios |
| Other Persons: | Holmes, Philip (contributor) |
| Published in: |
Bulletin of economic research. - Oxford : Wiley-Blackwell, ISSN 0307-3378, ZDB-ID 860069-7. - Vol. 48.1996, 2, p. 115-128
|
| Subject: | Index-Futures | Index futures | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001201748