Information Memory and Pricing Efficiency of Futures Contracts
Year of publication: |
2009
|
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Authors: | Gupta, Kapil ; Singh, Balwinder |
Published in: |
Journal of Emerging Market Finance. - Institute for Financial Management and Research. - Vol. 8.2009, 2, p. 191-250
|
Publisher: |
Institute for Financial Management and Research |
Subject: | Price discovery | cost-of-carry | efficient market hypothesis | information asymmetry | conditional | heteroscedasticity |
Extent: | text/html |
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Type of publication: | Article |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; D82 - Asymmetric and Private Information ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; N25 - Asia including Middle East |
Source: |
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