Are asset prices predictable? : evidence from the UK futures market
The purpose of this thesis is to provide evidence on the predictability of asset prices: does it exist and what are its characteristics? Therefore processes underlying asset price behaviour are the central concern of this thesis. Utilising UK futures market data, initial time-series tests consider i...
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University of Aberdeen
1998
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.265910 |