The efficiency of spot and futures stock indices : a survey based perspective
| Year of publication: |
1994
|
|---|---|
| Authors: | MacDonald, Ronald |
| Other Persons: | Marsh, Ian (contributor) |
| Published in: |
Review of futures markets. - Chicago, Ill. : Board, ISSN 0898-011X, ZDB-ID 1013133-4. - Vol. 12.1994, 1, p. 431-454
|
| Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | USA | United States | 1987-1991 |
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