RePEcOther
EuroStoxx 50 Futures: Persistence
Persistence: The study suggests that EuroStoxx 50 futures prices are not always efficient, with potential for abnormal profits at intraday frequency.
Featured in No. 83 on 23 Jan 2025 ·
- Released
- 23 Oct 2024
- First featured
- No. 83 · 23 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 12
- Identifier
- RePEc:taf:oaefxx:v:12:y:2024:i:1:p:2302639
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).