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;

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