Information memory and pricing efficiency of futures contracts: evidence from the Indian equity futures market
Gupta, Kapil and Singh, Balwinder
Information memory and pricing efficiency of futures contracts: evidence from the Indian equity futures market 2009 - 2009 - 191-250 V. 8 Issue. 2
Finance
Price discovery;Cost of carry;Efficient market hypothesis;Information asymmetry;Conditional heteroscedasticity;
Information memory and pricing efficiency of futures contracts: evidence from the Indian equity futures market 2009 - 2009 - 191-250 V. 8 Issue. 2
Finance
Price discovery;Cost of carry;Efficient market hypothesis;Information asymmetry;Conditional heteroscedasticity;