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Contrarian Arbitrages and Market Efficiency: Evidence in International Interest Rate Futures Market(Andrew H.Chen, Joseph Kang, Donald Lien, Richard S. Liu)

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Date2007.09.17

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#1-3(Contrarian Arbitrages and Market Efficiency - Evidence in International Interest Rate Futures Marke.pdf

다음 게시물

The Days-of-the-Week Effect and LME Metal Market~Nonlinear and Random Shuffling Approach(Tayaka Miyano,Ken-ichi Tatsumi)

2007.09.17

이전 게시물

Contrarian Arbitrages and Market Efficiency: Evidence in the Index Futures Markets around the Globe(Andrew H. Chen, Joseph Kang, Donald Lien, Richard S. Liu)

2007.09.17

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