<p>篇名：Futures market efficiency and the time content of the information sets<br/>刊名：Journal of Futures Markets<br/>Volume 3, Issue 3, Date: Autumn (Fall) 1983, Pages: 321-334<br/>作者：David Bigman, David Goldfarb, Edna Schechtman</p><p><br/>篇名：Examining the validity of a test of futures market efficiency<br/>刊名：Journal of Futures Markets<br/>Volume 8, Issue 3, Date: June 1988, Pages: 365-372<br/>作者：Emmett Elam, Bruce L. Dixon</p><p>篇名：An empirical evaluation of treasury-bill futures market efficiency: Evidence from forecast efficiency tests<br/>刊名：Journal of Futures Markets<br/>Volume 13, Issue 2, Date: April 1993, Pages: 199-211<br/>作者：S. Scott MacDonald, Scott E. Hein</p><p><br/>篇名：select this item for viewing&nbsp;&nbsp; Futures market efficiency: Evidence from cointegration tests<br/>刊名：Journal of Futures Markets<br/>Volume 11, Issue 5, Date: October 1991, Pages: 577-589<br/>作者：Abdur R. Chowdhury</p><p></p><p></p>

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