The efficiency of the Australian 90-day bank bill futures market.

Chan,Yu-Man (1991) The efficiency of the Australian 90-day bank bill futures market. University of Queensland:

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Author Chan,Yu-Man
Title of report The efficiency of the Australian 90-day bank bill futures market.
Publication date 1991
Place of publication University of Queensland
Total pages 36
Language eng
Subjects 15 Commerce, Management, Tourism and Services
14 Economics
Formatted abstract
This report examines the market efficiency of the 90-day bank accepted bill futures market in Australia based on Puglisi's (1978) test model. The results presented in the study indicate that market inefficiency existed in the 90-day bank bill futures market in Australia during the period of study, i.e. from December 1979 to December 1990.

Document type: Research Report
Collection: MBA reports
 
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Created: Wed, 08 Dec 2010, 15:05:25 EST by Muhammad Noman Ali on behalf of The University of Queensland Library