Rational Expectations and Efficiency in Futures Markets

ISBN-13: 9780415023436 / Angielski / Twarda / 1991 / 240 str.

Barry A. Goss

Opis

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.

Spis treści

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

O autorze

Goss, Barry