2Engle, R. F. and Granger, C. W. J. "Cointegration and Error Correction Representation, Estimation and Testing. " Econometrica 55,1987, pp. 251 -276.
3Fortenbery, T. R. and Zapata, H. O. "An Evaluation of Price Linkages between Futures and Cash Markets for Cheddar Cheese. " Journal of Futures Markets 17, 1997, pp. 279-301.
4Ghosh, A. "Cointegration and Error Correction Models: Intertemporal Causality between Index and Futures Prices. " Journal of Futures Markets 13, 1993, pp. 193- 198.
5Haigh, M. S. "Cointegration, Unbiased Expectations, and Forecasting in the BIFFEX Freight Futures Market. " Journal of Futures Markets 6,2000, pp. 545 - 571.
6Hasbrouck ,J. "One Security, Many Markets:Determining the Contributions to Price Discovery. "Journal of Finance 50,1995 ,pp. 1175 -1199.
7Johansen, S. "Statistical Analysis of Cointegrating Vectors. " Journal of Economic Dynamics and Control 12, 1988, pp. 231 -254.
8Johansen, S. and Juselius, K. "Maximum Likelihood Estimation and Inference on Cointegration with Applications to the Demand for Money. " Oxford Bulletin of Economics and Statistics 52, 1990, pp. 169 -210.
9Kavussanos, M. and Nomikos, N. "The Forward Pricing Function of the Shipping Freight Futures Market. " Journal of Futures Markets 19,1999, pp. 353-376.
10Lai, K. and Lai, M. "A Cointegration Test for Market Efficiency. " Journal of Futures Markets 11, 1991, pp. 567 -575.
7Beaver, William H. 1981." Market Efficiency." The Accounting Review 56 ( 1 ) : 23-37.
8Cox, John C., Jonathan E.Ingersoll Jr., and Stephen A.Ross. 1981."A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates." The Journal of Finance 36(4) : 769-799.
9Ehon, E.J., M. J. Gruber, and J. Rentzler. 1984. "Intra-Day Tests of the Efficiency of the Treasury Bill Futures Market." Review of Economics and Statistics 66(1) :129-137.
10Hull, John C.2011. Options, Futures, and Other Derivatives. 8th ed. London: Prentice Hall.
