Rational expectations and efficiency in futures markets

Author(s)

• Goss, B. A.

Bibliographic Information

Rational expectations and efficiency in futures markets

edited by Barry A. Goss

Routledge, 1992

Note

Includes bibliographical references an index

Description and Table of Contents

Description

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.

Table of Contents

• 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

by "Nielsen BookData"

• NCID: BA1335389X
• ISBN:
  • 0415023432
• LCCN: 90026524
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: London ; New York
• Pages/Volumes: xiii, 237 p.
• Size: 23 cm
• Classification:
  • LCC : HG6024.A3
  • DC20 : 332.64/5
• Subject Headings:
  • LCSH : Futures market -- Mathematical models
  • LCSH : Financial futures -- Mathematical models
  • LCSH : Commodity futures -- Mathematical models
  • LCSH : Rational expectations (Economic theory)