Testing the efficiency of the U.K. financial futures markets

This thesis tests the efficiency of the U.K. financial futures market, using data over the period from September 1982 to March 1985. In examining the efficiency of the U.K. financial futures market a number of significant contributions are made to the existing literature. First, efficiency is examin...

Full description

Bibliographic Details
Main Author: Lyons, Gerard P.
Published: Queen Mary, University of London 1986
Subjects:
330
Online Access:https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.297020