You are not logged in.

A factor analytical approach to the efficient futures market hypothesis

Westerlund, Joakim, Norkute, Milda and Narayan, Paresh Kumar 2014, A factor analytical approach to the efficient futures market hypothesis, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

Attached Files
Name Description MIMEType Size Downloads

Title A factor analytical approach to the efficient futures market hypothesis
Author(s) Westerlund, Joakim
Norkute, Milda
Narayan, Paresh Kumar
Publication date 2014
Series School Working Paper - Financial Econometrics Series ; SWP 2014/12
Total pages 23
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) Dynamic panel data models
Unit root
Factor analytical method
Efficient market hypothesis
Futures markets
RePEc:dkn:ecomet:fe_2014_12
Language eng
HERDC Research category CN.1 Other journal article
Copyright notice ©2014, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30106643

Document type: Report
Collection: RePEc Working Papers
Connect to link resolver
 
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Versions
Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 0 times in TR Web of Science
Scopus Citation Count Cited 0 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 7 Abstract Views, 1 File Downloads  -  Detailed Statistics
Created: Tue, 06 Mar 2018, 13:38:42 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.