An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages-Reference-Cited by-同舟云学术

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An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages

Published:2024-07 Issue: Volume:94 Page:103243
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Zhang Huiming,Qian Siji,Ma Zhen

Funder

National Office for Philosophy and Social Sciences

National Social Science Fund of China

Publisher

Elsevier BV

Reference45 articles.

1. Efficiency in index options markets and trading in stock baskets;Ackert;Journal of Banking & Finance,2001

2. Study on cointegration with structural changes;Baochen;Journal of Systems Engineering,2002

3. Stationarity and cointegration tests: Comparison of Engle-Granger and Johansen methodologies;Bilgili;Erciyes Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi,1998

4. Market models: a guide to financial data analysis;Carol,2001

5. Pairs trading with partial cointegration;Clegg;Quantitative Finance,2018

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