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Short-term market efficiency in the futures markets: TOPIX futures and 10-year JGB futures

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  • Rentzler, Joel
  • Tandon, Kishore
  • Yu, Susana

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  • Rentzler, Joel & Tandon, Kishore & Yu, Susana, 2006. "Short-term market efficiency in the futures markets: TOPIX futures and 10-year JGB futures," Global Finance Journal, Elsevier, vol. 16(3), pages 330-353, March.
    • Handle: RePEc:eee:glofin:v:16:y:2006:i:3:p:330-353
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    References listed on IDEAS

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    1. Tse, Yiuman, 1999. "Round-the-clock market efficiency and home bias: Evidence from the international Japanese government bonds futures markets," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1831-1860, December.
    2. Kwok-Wah Fung, Alexander & Lam, Kin, 2004. "Overreaction of index futures in Hong Kong," Journal of Empirical Finance, Elsevier, vol. 11(3), pages 331-351, June.
    3. Grant, James L. & Wolf, Avner & Yu, Susana, 2005. "Intraday price reversals in the US stock index futures market: A 15-year study," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1311-1327, May.
    4. Lee, Chun I. & Gleason, Kimberly C. & Mathur, Ike, 2000. "Efficiency tests in the French derivatives market," Journal of Banking & Finance, Elsevier, vol. 24(5), pages 787-807, May.
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    Cited by:

    1. Mazouz, Khelifa & Wang, Jian, 2014. "Are commodity futures markets short-term efficient? An empirical investigation," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France 169763, Agricultural Economics Society.

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