Intra-week seasonality in 90-day bank accepted bill futures

Lee, Yip Hoy (1991) Intra-week seasonality in 90-day bank accepted bill futures The University of Queensland:

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Author Lee, Yip Hoy
Title of report Intra-week seasonality in 90-day bank accepted bill futures
Formatted title


Publication date 1991
Place of publication The University of Queensland
Total pages 43
Language eng
Subjects 1503 Business and Management
Formatted abstract
This Research Report examines whether the absence of the seasonal in the 90-day bank bill futures market documented in earlier Australian studies has persisted through time. The results presented differ from the earlier findings of no daily seasonality in the bank bill futures market.

Document type: Research Report
Collection: MBA reports
 
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Created: Wed, 05 Jan 2011, 10:17:01 EST by Ning Jing on behalf of The University of Queensland Library