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

Texas Southern University
Bentley College
Southern Illinois University Carbondale

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",

issn = "0378-4266",

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AU - Gleason, Kimberly C.

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KW - C22

KW - G13

KW - G15

KW - Market efficiency

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KW - Random walk

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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

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