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Examining the validity of a test of futures market efficiency

✍ Scribed by Emmett Elam; Bruce L. Dixon

Publisher: John Wiley and Sons
Year: 1988
Tongue: English
Weight: 531 KB
Volume: 8
Category: Article
ISSN: 0270-7314
DOI: 10.1002/fut.3990080309

No coin nor oath required. For personal study only.

✦ Synopsis

To provide evidence for his conclusion, Maberly used a simulation analysis to develop spot and futures prices which were used to estimate the parameters in

Research for this article was partially completed while Emmett Elam was a faculty member in the Depart-

The authors would like to thank Siew Goh for writing the simulation program.

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