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Developing a Trading Rule from the FTSE-100 Stock Index Futures Contract: Evidence in Support of the EMH

M. J. Buckle, A. D. Clare, S. H. Thomas, Mike Buckle Orcid Logo

Journal of Business Finance & Accounting, Volume: 26, Issue: 1-2, Pages: 249 - 260

Swansea University Author: Mike Buckle Orcid Logo

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DOI (Published version): 10.1111/1468-5957.00255

Published in: Journal of Business Finance & Accounting
Published: 1999
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College: Faculty of Humanities and Social Sciences
Issue: 1-2
Start Page: 249
End Page: 260