Rational Expectations and Efficiency in Futures Markets
Gebonden Engels 1991 9780415023436Samenvatting
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.
Specificaties
Lezersrecensies
Inhoudsopgave
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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