Market efficiency and UK traded financial futures : evidence from LIFFE

The following study concentrates on applying a well developed financial hypothesis, the Efficient Market Hypothesis, to a series of recently developed and highly popular financial instruments. The objective is to provide a comprehensive testing methodology of UK traded financial derivatives to cover...

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Bibliographic Details
Main Author: Woodhams, M. S.
Published: Swansea University 1999
Subjects:
332
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.636686