Arbitrage, cointegration, and testing the unbiasedness hypothesis in financial markets

Authors :: Brenner, Robin J.
Kroner, Kenneth F.
Source :: Journal of Financial and Quantitative Analysis. March, 1995, Vol. 30 Issue 1, p23, 20 p.
Publication Year :: 1995

Subjects :: Arbitrage -- Research
Financial research -- Analysis
Financial markets -- Research
Statistical hypothesis testing -- Usage
Securities -- Research
Financial futures -- Research
Banking, finance and accounting industries
Business

Tools