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Re-examining forward market efficiency Evidence from fractional and Harris-Inder cointegration tests

✍ Scribed by Taufiq Choudhry

Book ID: 114344399
Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 195 KB
Volume: 8
Category: Article
ISSN: 1059-0560
DOI: 10.1016/s1059-0560(99)00023-4

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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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