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Is the Futures Market for Treasury Bills Efficient?
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Is the Futures Market for Treasury Bills Efficient? (1979)Is the Futures Market for Treasury Bills …An Efficiency Analysis of the T‐Bond Futures Market (1985)An Efficiency Analysis of the…Are there arbitrage opportunities in the treasury‐bond futures market? (1982)Are there arbitrage opportuni…Forward and futures pricing of treasury bills (1981)Forward and futures pricing o…The Efficiency of the Treasury Bill Futures Market (1979)Treasury Bill Pricing in the Spot and Futures Markets (1979)The relation between forward prices and futures prices (1981)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The pricing of commodity contracts (1976)Optimal exercise of the switching option in treasury bond arbitrages (1988)Quality Option Profits, Switching Option Profits, and Variation Margin Costs: An Evaluation of Their Size and Impact on Treasury Bond Futures Prices (1990)A Treatise on Money (1971)The Pricing of Options and Corporate Liabilities (1973)
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  • 1981Forward and futures pricing of treasury bills21 cited
  • 1982Are there arbitrage opportunities in the treasury‐bond futures market?21 cited
  • 1985An Efficiency Analysis of the T‐Bond Futures Market16 cited

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