---
title: EuroStoxx 50 Futures: Persistence
url: https://www.ml-quant.com/papers/repec/taf-oaefxx-v-12-y-2024-i-1-p-2302639/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:taf:oaefxx:v:12:y:2024:i:1:p:2302639
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F23322039.2024.2302639%3Bh%3Drepec%3Ataf%3Aoaefxx%3Av%3A12%3Ay%3A2024%3Ai%3A1%3Ap%3A2302639
featured: 2025-01-23
citations: unknown
topic: Other
---


# 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F23322039.2024.2302639%3Bh%3Drepec%3Ataf%3Aoaefxx%3Av%3A12%3Ay%3A2024%3Ai%3A1%3Ap%3A2302639
- Identifier: RePEc:taf:oaefxx:v:12:y:2024:i:1:p:2302639
- Released: 2024-10-23
- First featured: Quant Letter No. 83 (2025-01-23): https://www.ml-quant.com/issues/2025-01-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Other

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