The econometrics of financial markets

Author: Pagan A.

Source: Journal of Empirical Finance, Volume 3, Number 1, May 1996 , pp. 15-102(88)

Publisher: Elsevier

Keywords: [JEL classification codes] G11; [JEL classification codes] G12; [JEL classification codes] G13; [JEL classification codes] G14; Porfolio choice; Asset pricing; Contingent pricing; Futures pricing; Information; Market efficiency

Language: English

Document Type: Research article

DOI: http://dx.doi.org/10.1016/0927-5398(95)00020-8

Affiliations: 1: Economics Program, Research School Social Science, Australian National University, Canberra, A.C.T. 0200, Australia

Publication date: 1996-05-01

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