Intra-Day Tests of the Efficiency of the Treasury Bill Futures Market

The relation between forward prices and futures prices

1981 • 770 citations

The Efficiency of the Treasury Bill Futures Market

1979 • 136 citations

Treasury Bill Pricing in the Spot and Futures Markets

1979 • 70 citations

Is the Futures Market for Treasury Bills Efficient?

1978 • 41 citations

The Distribution of Daily Changes in Commodity Futures Prices

1985 • 25 citations

A Comparison of Yields On Future Contracts and Implied Forward Rates

1978 • 22 citations

Is the Futures Market for Treasury Bills Efficient?

1979 • 21 citations

Using T-bill futures to gauge interest rate expectations

1978 • 18 citations

A Note on Taxes and the Pricing of Treasury Bill Futures Contracts

1981 • 15 citations