Efficiency tests in the French derivatives market

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

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)787-807
Number of pages21
JournalJournal of Banking and Finance
Volume24
Issue number5
DOIs
StatePublished - May 2000
Externally publishedYes

ASJC Scopus Subject Areas

  • Finance
  • Economics and Econometrics

Keywords

  • C22
  • G13
  • G15
  • Market efficiency
  • MATIF
  • Random walk

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