Rational expectations and efficiency in futures markets
Author(s)
Bibliographic Information
Rational expectations and efficiency in futures markets
Routledge, 1992
Available at / 32 libraries
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Research Institute for Economics & Business Administration (RIEB) Library , Kobe University図書
332.6-364s081000085173*
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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
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