The Journal of FinanceVolume 34, Issue 4 p. 895-914 Article The Efficiency of the Treasury Bill Futures Market RICHARD J. RENDLEMAN JR., RICHARD J. RENDLEMAN JR.Assistant Professor of Finance and Ph.D. student, Northwestern University, Graduate School of Management. The authors wish to thank the International Options Company for partial funding of this study, the Chicago Mercantile Exchange for providing futures price data, and Bruce Bagamery for providing computational assistance. We also wish to acknowledge Ronnie Anderson, Brit Bartter, Ben Branch, Uri Dothan, George Morgan, Joe Swanson, Robert Taggart, Joseph Williams, and especially, Richard McEnally for providing helpful comments.Search for more papers by this authorCHRISTOPHER E. CARABINI, CHRISTOPHER E. CARABINIAssistant Professor of Finance and Ph.D. student, Northwestern University, Graduate School of Management. The authors wish to thank the International Options Company for partial funding of this study, the Chicago Mercantile Exchange for providing futures price data, and Bruce Bagamery for providing computational assistance. We also wish to acknowledge Ronnie Anderson, Brit Bartter, Ben Branch, Uri Dothan, George Morgan, Joe Swanson, Robert Taggart, Joseph Williams, and especially, Richard McEnally for providing helpful comments.Search for more papers by this author RICHARD J. RENDLEMAN JR., RICHARD J. RENDLEMAN JR.Assistant Professor of Finance and Ph.D. student, Northwestern University, Graduate School of Management. The authors wish to thank the International Options Company for partial funding of this study, the Chicago Mercantile Exchange for providing futures price data, and Bruce Bagamery for providing computational assistance. We also wish to acknowledge Ronnie Anderson, Brit Bartter, Ben Branch, Uri Dothan, George Morgan, Joe Swanson, Robert Taggart, Joseph Williams, and especially, Richard McEnally for providing helpful comments.Search for more papers by this authorCHRISTOPHER E. CARABINI, CHRISTOPHER E. CARABINIAssistant Professor of Finance and Ph.D. student, Northwestern University, Graduate School of Management. The authors wish to thank the International Options Company for partial funding of this study, the Chicago Mercantile Exchange for providing futures price data, and Bruce Bagamery for providing computational assistance. We also wish to acknowledge Ronnie Anderson, Brit Bartter, Ben Branch, Uri Dothan, George Morgan, Joe Swanson, Robert Taggart, Joseph Williams, and especially, Richard McEnally for providing helpful comments.Search for more papers by this author First published: September 1979 https://doi.org/10.1111/j.1540-6261.1979.tb03443.xCitations: 71 Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume34, Issue4September 1979Pages 895-914 RelatedInformation