INTRA-DAY TESTS OF THE EFFICIENCY OF THE TREASURY BILL FUTURES MARKET

被引：34

作者：

ELTON, EJ ^{[1
]}

GRUBER, MJ ^{[1
]}

RENTZLER, J ^{[1
]}

机构：

[1] CUNY BERNARD M BARUCH COLL, NEW YORK, NY 10010 USA

来源：

关键词：

D O I：

10.2307/1924704

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：129 / 137

页数：9

共 8 条

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CAPOZZA, DR ;

CORNELL, B .

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[3] THE RELATION BETWEEN FORWARD PRICES AND FUTURES PRICES [J].

COX, JC ;

INGERSOLL, JE ;

ROSS, SA .

[4]

LANG RW, 1978, FEDERAL RESERVE BANK, V50, P21

[5]

POOLE W, 1978, FEDERAL RESERVE SPR, P7

[6]

PUGLISI D, 1978, J PORTFOLIO MANA WIN, P64

[7] EFFICIENCY OF THE TREASURY BILL FUTURES MARKET [J].

RENDLEMAN, RJ ;

CARABINI, CE .

[8]

VIGNOLA AJ, 1979, J PORTFOLIO MANA WIN, P76