Arbitrage risk and market efficiency : the case of treasury bill futures
Year of publication: |
1996
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Authors: | Lin, James Wuh |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 7.1996, 2, p. 187-203
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Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Arbitrage | Risiko | Risk | Staatspapier | Government securities | Theorie | Theory |
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