The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets
Abstract
Robin J. Brenner, Kenneth F. Kroner, Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets, The Journal of Financial and Quantitative Analysis, Vol. 30, No. 1 (Mar., 1995), pp. 23-42
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Citations
Cites
Co-integration and error correction: representation, estimation and testing
Engle, R. F., & Granger, C. W. J. (1987) · Econometrica · doi:10.2307/1913236 · Cited by 32,007
The pricing of options and corporate liabilities
Black, F., & Scholes, M. (1973) · Journal of Political Economy · doi:10.1086/260062 · Cited by 29,074
Cited by
Analysis of Financial Time Series
(2006) · Technometrics · doi:10.1198/tech.2006.s405 · Cited by 2,348
Testing and Modeling Multivariate Threshold Models
Tsay, R. S. (1998) · Journal of the American Statistical Association · doi:10.1080/01621459.1998.10473779 · Cited by 677
Metadata
- Authors
- Brenner, R. J., & Kroner, K. F.
- Venue
- The Journal of Financial and Quantitative Analysis
- Publisher
- JSTOR
- Published
- 1995-03
- Volume
- 30
- Issue
- 1
- Pages
- 23
- ISSN
- 0022-1090 (ISSN-L)
- OpenAlex
- W2132428800
- Cited by
- 315
- References
- 2
- FWCI
- 17.08
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets. https://app.cochat.ai/papers/10.2307/2331251
- The paper
- Brenner, R. J., & Kroner, K. F. (1995). Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets. The Journal of Financial and Quantitative Analysis. https://doi.org/10.2307/2331251
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
