Rational expectations and efficiency in futures markets

書誌事項

Rational expectations and efficiency in futures markets

edited by Barry A. Goss

Routledge, 1992

大学図書館所蔵 件 / 32

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注記

Includes bibliographical references an index

内容説明・目次

内容説明

Do traders in futures markets make use of all relevant information and is this reflected in prices? This collection of original essays by a team of international economists considers these and other questions central to futures markets.

目次

  • Contributors: Jerome L. Stein, Brown University, Thomas H. McCurdy and Ieuan G. Morgan, Queen's University, Ontario
  • Raymond M. Leuthold and Philip Garcia, University of Illinois
  • Glenn W. Harrison, University of New Mexico
  • Stephen J. Taylor, University of Lancaster
  • Siang Choo Chan and S. Gulay Avsar, Monash University
  • Jot Yau, George Mason University
  • Uttama Savanayana and Thomas Schneeweis, University of Massachusetts at Amhurst
  • Ting-Yean Tan, University of Singapore

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