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A semi‐strong form test of the efficiency of the treasury bond futures market

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  • Don M. Chance

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  • Don M. Chance, 1985. "A semi‐strong form test of the efficiency of the treasury bond futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 5(3), pages 385-405, September.
    • Handle: RePEc:wly:jfutmk:v:5:y:1985:i:3:p:385-405
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    Cited by:

    1. Kapil Gupta & Balwinder Singh, 2009. "Information Memory and Pricing Efficiency of Futures Contracts," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(2), pages 191-250, May.
    2. Mikio Ito & Kiyotaka Maeda & Akihiko Noda, 2017. "Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939," Papers 1704.00985, arXiv.org, revised Jan 2018.
    3. Barry A. Goss & S. Gulay Avsar & Siang‐Choo Chan, 1992. "Rational Expectations and Price Determination in the US Oats Market," The Economic Record, The Economic Society of Australia, vol. 68(S1), pages 16-26, December.

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