Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence

Summary

Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence is a doctoral thesis^[1].

Key Facts

• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence authored International Evidence — author (P50): Duminda Kuruppuarachchi^[2].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's instance of is recorded as International Evidence — instance of (P31): doctoral thesis^[3].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's publisher is recorded as International Evidence — publisher (P123): OUR Archive^[4].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's language of work or name is recorded as International Evidence — language of work or name (P407): English^[5].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's country of origin is recorded as International Evidence — country of origin (P495): New Zealand^[6].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's publication date is recorded as +2015-00-00T00:00:00Z^[7].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's main subject is recorded as International Evidence — main subject (P921): Kalman filter^[8].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's main subject is recorded as International Evidence — main subject (P921): Granger causality^[9].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's main subject is recorded as International Evidence — main subject (P921): financial market efficiency^[10].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's main subject is recorded as International Evidence — main subject (P921): risk premium^[11].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's work available at URL is recorded as https://ourarchive.otago.ac.nz/handle/10523/5618^[12].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's Handle ID is recorded as 10523/5618^[13].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's title is recorded as Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence^[14].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's copyright holder is recorded as International Evidence — copyright holder (P3931): Duminda Kuruppuarachchi^[15].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's thesis submitted to is recorded as International Evidence — thesis submitted to (P4101): University of Otago^[16].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's on focus list of Wikimedia project is recorded as International Evidence — on focus list of Wikimedia project (P5008): NZThesisProject^[17].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's copyright status is recorded as International Evidence — copyright status (P6216): copyrighted^[18].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's thesis committee member is recorded as International Evidence — thesis committee member (P9161): I.M. Premachandra^[19].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's thesis committee member is recorded as International Evidence — thesis committee member (P9161): Timothy Falcon Crack^[20].
• Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's thesis committee member is recorded as International Evidence — thesis committee member (P9161): Hai Lin^[21].

Body

Designation and Status

Efficiency, Risk Premiums and Information Diffusion in Futures Markets: International Evidence's instance of is recorded as International Evidence — instance of (P31): doctoral thesis^[3].