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Cointegration and market efficiency

✍ Scribed by Gerald P. Dwyer Jr.; Myles S. Wallace

Book ID: 116116542
Publisher: Elsevier Science
Year: 1992
Tongue: English
Weight: 761 KB
Volume: 11
Category: Article
ISSN: 0261-5606
DOI: 10.1016/0261-5606(92)90027-u

No coin nor oath required. For personal study only.

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The author would like to thank the Editor of The Journal of Futures Markets and two anonymous referees for numerous suggestions on a previous draft of this paper. All remaining errors, however, are the author's responsibility. Financial assistance, provided through a Summer Grant from the Miles Fund

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