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Testing index futures market efficiency using price differences: a critical analysis

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Testing index futures market efficiency using price differences: a critical analysis. / Pope, P F; Yadav, P K.
In: Journal of Futures Markets, Vol. 11, No. 2, 1991, p. 239-252.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

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Pope, P F ; Yadav, P K. / Testing index futures market efficiency using price differences: a critical analysis. In: Journal of Futures Markets. 1991 ; Vol. 11, No. 2. pp. 239-252.

Bibtex

@article{23e1dd8b526343a4ac80b42114dfed93,
title = "Testing index futures market efficiency using price differences: a critical analysis",
author = "Pope, {P F} and Yadav, {P K}",
year = "1991",
language = "English",
volume = "11",
pages = "239--252",
journal = "Journal of Futures Markets",
issn = "0270-7314",
publisher = "Wiley-Liss Inc.",
number = "2",

}

RIS

TY - JOUR

T1 - Testing index futures market efficiency using price differences: a critical analysis

AU - Pope, P F

AU - Yadav, P K

PY - 1991

Y1 - 1991

M3 - Journal article

VL - 11

SP - 239

EP - 252

JO - Journal of Futures Markets

JF - Journal of Futures Markets

SN - 0270-7314

IS - 2

ER -