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Keywords: Cost‐of‐carry model
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Journal Articles
Journal:
Kybernetes
Kybernetes (2012) 41 (10): 1571–1585.
Published: 12 October 2012
... to market efficiency is examined. Design/methodology/approach Based on cost‐of‐carry model, some assumptions about market efficiency were examined, and statistical tests were implemented to support the findings. Findings In China, borrowing and lending interest rates are quite different; dividends...
