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 orcid.org/0000-0002-8030-5706 Norkute, Milda Narayan, Paresh Kumar orcid.org/0000-0001-7934-8146 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 Notes This working paper was later published in the journal 'Journal of Future Markets' and is available online: http://www.dx.doi.org/10.1002/fut.21687 Language eng HERDC Research category CN.1 Other journal article Related work DU:30068351 Copyright notice ©2014, The Authors Persistent URL http://hdl.handle.net/10536/DRO/DU:30106643 Document type: Report Collections: Faculty of Business and Law RePEc Working Papers Related Links Link Description Connect to published journal article Go to link with your DU access privileges     Link to Related Work A factor analytical approach to the efficient futures market hypothesis Journal Article (deposited 02-02-2015) A factor analytical approach to the efficient futures market hypothesis Report (deposited 06-03-2018)   Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Tue, 06 Mar 2018, 13:38:42 EST Wed, 07 Mar 2018, 04:00:52 EST Wed, 07 Mar 2018, 08:47:21 EST Wed, 07 Mar 2018, 08:47:57 EST Wed, 07 Mar 2018, 08:49:07 EST Mon, 27 Aug 2018, 16:09:37 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 0 times in Scopus Search Google Scholar Access Statistics: 115 Abstract Views, 1 File Downloads  -  Detailed Statistics Created: Tue, 06 Mar 2018, 13:38:42 EST

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