Unbiasedness Hypothesis and Efficiency Test of Thai Stock Index Futures
© 2017, © The Author(s) 2017. Theoretically, futures prices are unbiased predictors of subsequent cash prices only if a market is efficient and there is no risk premium. This research empirically tests both market efficiency hypothesis and unbiasedness of futures price hypothesis in the context of T...
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| Format: | Article |
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2018
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| Online Access: | https://repository.li.mahidol.ac.th/handle/123456789/41644 |
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| Institution: | Mahidol University |