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

Access to Document

10.1016/S0378-4266(99)00067-9

Cite this

@article{e2f84db33bc84249baeca7cf9919e900,

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",

year = "2000",

month = may,

doi = "10.1016/S0378-4266(99)00067-9",

language = "English",

volume = "24",

pages = "787--807",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier",

number = "5",

}

TY - JOUR

T1 - Efficiency tests in the French derivatives market

AU - Lee, Chun I.

AU - Gleason, Kimberly C.

AU - Mathur, Ike

PY - 2000/5

Y1 - 2000/5

KW - C22

KW - G13

KW - G15

KW - Market efficiency

KW - MATIF

KW - Random walk

UR - https://www.scopus.com/pages/publications/0009996726

UR - https://www.scopus.com/pages/publications/0009996726#tab=citedBy

U2 - 10.1016/S0378-4266(99)00067-9

DO - 10.1016/S0378-4266(99)00067-9

M3 - Article

AN - SCOPUS:0009996726

SN - 0378-4266

VL - 24

SP - 787

EP - 807

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

IS - 5

ER -

Efficiency tests in the French derivatives market

ASJC Scopus Subject Areas

Keywords

Access to Document

Other files and links

Cite this