3[1]Maberly E D. Testing Futures Market Efficiency-A Restatement [J]. The Journal of Futures Markets,1985,5 (3): 425-432.
4[2]Elam E, B L Dixon. Examining the Validity of a Test of Futures Market Efficiency [J]. The Journal of Futures Markets, 1988,8(3):365-372.
5[3]Shen C H, Wang L R. Examining the Validity of a Test of Futures Market Efficiency: A Comment [J]. The Journal of Futures Markets, 1990,10(2):195-196.
6[4]Johansen S. Statistical Analysis of Cointegration Vectors [J]. Journal of Economic Dynamic and Control, 1988,12: 231-254.
7[5]Johansen S. Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models [J]. Econometrica, 1991,59 (6):1 991-1 580.
8[6]Garbade K D, Silber W L. Price movement and price discovery in the futures and cash markets [J].Review of Economics and Statistics, 1983, 65 (2):289-297.
9[7]Hasbrouck J. One Security, Many Markets: Determining the Contributions to Price Discovery [J].Journal of Finance, 1995,50(4):1 175-1 199.
10[8]Pesaran M H, Y Shin. Generalised Impulse Response Analysis in Linear Multivariate Models [J].Economics Letters, 1998,58(1): 17-29.
