A factor analytical approach to the efficient futures market hypothesis

Joakim Westerlund, Milda Norkute and Paresh Narayan ()

Working Papers from Deakin University, Department of Economics

Keywords: Dynamic panel data models; Unit root; Factor analytical method; Efficient market hypothesis; Futures markets (search for similar items in EconPapers)
Date: 2014-01-01
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http://www.dx.doi.org/10.1002/fut.21687

Related works:
Journal Article: A Factor Analytical Approach to the Efficient Futures Market Hypothesis (2015)
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Persistent link: https://EconPapers.repec.org/RePEc:dkn:ecomet:fe_2014_12

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