The Return Predictability and Market Efficiency of the KLSE CI Stock Index Futures Market
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DOI: 10.1177/097265271101100102
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References listed on IDEAS
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More about this item
Keywords
APT; market efficiency; stock index futures; emerging market; return predictability;All these keywords.
JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- F3 - International Economics - - International Finance
- G1 - Financial Economics - - General Financial Markets
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