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Testing index futures market efficiency using price differences: A critical analysis

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  • Pradeep K. Yadav
  • Peter F. Pope

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  • Pradeep K. Yadav & Peter F. Pope, 1991. "Testing index futures market efficiency using price differences: A critical analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 11(2), pages 239-252, April.
    • Handle: RePEc:wly:jfutmk:v:11:y:1991:i:2:p:239-252
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    Cited by:

    1. Yiuman Tse & Paramita Bandyopadhyay & Yang‐Pin Shen, 2006. "Intraday Price Discovery in the DJIA Index Markets," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(9‐10), pages 1572-1585, November.
    2. Tim Brailsford & Allan Hodgson, 1997. "Mispricing in Stock Index Futures: A Re†Examination Using the SPI," Australian Journal of Management, Australian School of Business, vol. 22(1), pages 21-45, June.

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