Efficiency tests in the French derivatives market

Chun I. Lee; Kimberly C. Gleason; Ike Mathur

doi:10.1016/S0378-4266(99)00067-9

Efficiency tests in the French derivatives market

Chun I. Lee, Kimberly C. Gleason, Ike Mathur

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	787-807
Number of pages	21
Journal	Journal of Banking and Finance
Volume	24
Issue number	5
DOIs	https://doi.org/10.1016/S0378-4266(99)00067-9
State	Published - May 2000
Externally published	Yes

ASJC Scopus Subject Areas

Finance
Economics and Econometrics

Keywords

C22
G13
G15
Market efficiency
MATIF
Random walk

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10.1016/S0378-4266(99)00067-9

Cite this

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title = "Efficiency tests in the French derivatives market",

keywords = "C22, G13, G15, Market efficiency, MATIF, Random walk",

author = "Lee, {Chun I.} and Gleason, {Kimberly C.} and Ike Mathur",

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pages = "787--807",

journal = "Journal of Banking and Finance",

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AU - Gleason, Kimberly C.

AU - Mathur, Ike

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KW - G15

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Efficiency tests in the French derivatives market

ASJC Scopus Subject Areas

Keywords

Access to Document

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