Overall Performance of Malaysian Futures Market: Evidence Using Crude Palm Oil and Stock Index Futures Contract

This research analysed four important issues relating to the efficiency of futures market, namely pricing characteristics, informational role, arbitrage efficiency and hedging performance of two important derivative products namely crude palm oil futures (CPO) and stock index futures contracts (S...

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Bibliographic Details
Main Author: Chowdury, Taufiq Hassan Shah
Format: Thesis
Language:English
English
Published: 2001
Subjects:
Online Access:http://psasir.upm.edu.my/id/eprint/7944/1/GSM_2001_14_.pdf
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