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- W2014443533 abstract "Journal of Futures MarketsVolume 13, Issue 2 p. 199-211 Article An empirical evaluation of treasury-bill futures market efficiency: Evidence from forecast efficiency tests S. Scott MacDonald, S. Scott MacDonald S. Scott MacDonald is an Associate Professor of Finance at Texas Tech University.Search for more papers by this authorScott E. Hein, Scott E. Hein Scott E. Hein is a Professor of Finance at Texas Tech University.Search for more papers by this author S. Scott MacDonald, S. Scott MacDonald S. Scott MacDonald is an Associate Professor of Finance at Texas Tech University.Search for more papers by this authorScott E. Hein, Scott E. Hein Scott E. Hein is a Professor of Finance at Texas Tech University.Search for more papers by this author First published: April 1993 https://doi.org/10.1002/fut.3990130207Citations: 4 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume13, Issue2April 1993Pages 199-211 RelatedInformation" @default.
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- W2014443533 title "An empirical evaluation of treasury-bill futures market efficiency: Evidence from forecast efficiency tests" @default.
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