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Futures market efficiency: Evidence from cointegration tests
Author(s) -
Chowdhury Abdur R.
Publication year - 1991
Publication title -
journal of futures markets
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990110506
Subject(s) - futures contract , cointegration , market efficiency , financial economics , economics , econometrics
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