Stability of the S&P 500 futures market efficiency conditions
Author:
Affiliation:
1. a Department of Economics , University of Texas at Arlington , Arlington, TX 76019, USA
2. b Department of Accounting and Finance , California State University, Stanislaus , Turlock, CA 95382, USA
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/09603100500077193
Reference29 articles.
1. Stochastic trends and cointegration in the market for equities
2. Cointegration and market efficiency in commodities futures markets
3. Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets
4. Price discovery on the S&P 500 index markets: An analysis of spot index, index futures, and SPDRs
5. A cointegration test for oil futures market efficiency
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