Intraday serial correlation and the predictability of returns in the US treasury note futures market
Patrick Cusatis; Mukund Kulkarni ; Martin Thomas
Year of publication: |
2009
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Authors: | Cusatis, Patrick ; Kulkarni, Mukund ; Thomas, Martin |
Published in: |
Banking and finance review. - [S.l] : [lulu.com], ISSN 1947-7945, ZDB-ID 25570900. - Vol. 1.2009, 1, p. 35-50
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