Rational Expectations and Efficiency in Futures Markets

Rational Expectations and Efficiency in Futures Markets

Author: Barry Goss

Publisher: Routledge

Published: 2005-10-09

Total Pages: 252

ISBN-13: 113497521X

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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.


Book Synopsis Rational Expectations and Efficiency in Futures Markets by : Barry Goss

Download or read book Rational Expectations and Efficiency in Futures Markets written by Barry Goss and published by Routledge. This book was released on 2005-10-09 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Futures Trading, Rational Expectations and the Efficient Markets Hypothesis

Futures Trading, Rational Expectations and the Efficient Markets Hypothesis

Author: Margaret Bray

Publisher:

Published: 1979

Total Pages: 42

ISBN-13:

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Book Synopsis Futures Trading, Rational Expectations and the Efficient Markets Hypothesis by : Margaret Bray

Download or read book Futures Trading, Rational Expectations and the Efficient Markets Hypothesis written by Margaret Bray and published by . This book was released on 1979 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:


The Informational Efficiency of Experimental Asset Markets

The Informational Efficiency of Experimental Asset Markets

Author: Daniel Friedman

Publisher: London : Department of Economics, University of Western Ontario

Published: 1983

Total Pages: 96

ISBN-13:

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Book Synopsis The Informational Efficiency of Experimental Asset Markets by : Daniel Friedman

Download or read book The Informational Efficiency of Experimental Asset Markets written by Daniel Friedman and published by London : Department of Economics, University of Western Ontario. This book was released on 1983 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Market Structure and the Muth Rational Expectations Hypothesis

Market Structure and the Muth Rational Expectations Hypothesis

Author: Robert David Selvaggio

Publisher:

Published: 1987

Total Pages: 284

ISBN-13:

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Book Synopsis Market Structure and the Muth Rational Expectations Hypothesis by : Robert David Selvaggio

Download or read book Market Structure and the Muth Rational Expectations Hypothesis written by Robert David Selvaggio and published by . This book was released on 1987 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Special Issue on Futures Markets

Special Issue on Futures Markets

Author: Jerome Leon Stein

Publisher:

Published: 1992

Total Pages: 148

ISBN-13:

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Book Synopsis Special Issue on Futures Markets by : Jerome Leon Stein

Download or read book Special Issue on Futures Markets written by Jerome Leon Stein and published by . This book was released on 1992 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Market Structure and the Muth Rational Expectations Hypothesis

Market Structure and the Muth Rational Expectations Hypothesis

Author: Robert Selvaggio

Publisher:

Published: 1987

Total Pages: 284

ISBN-13:

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Book Synopsis Market Structure and the Muth Rational Expectations Hypothesis by : Robert Selvaggio

Download or read book Market Structure and the Muth Rational Expectations Hypothesis written by Robert Selvaggio and published by . This book was released on 1987 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets

Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets

Author: Robert J. Hodrick

Publisher: CRC Press

Published: 2023-08-18

Total Pages: 190

ISBN-13: 1000943380

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This book presents a critical review of the empirical literature that studies the efficiency of the forward and futures markets for foreign exchange. It provides a useful foundation for research in developing quantitative measures of risk and expected return in international finance.


Book Synopsis Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets by : Robert J. Hodrick

Download or read book Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets written by Robert J. Hodrick and published by CRC Press. This book was released on 2023-08-18 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a critical review of the empirical literature that studies the efficiency of the forward and futures markets for foreign exchange. It provides a useful foundation for research in developing quantitative measures of risk and expected return in international finance.


Models of Futures Markets

Models of Futures Markets

Author: Barry Goss

Publisher: Routledge

Published: 2013-05-13

Total Pages: 190

ISBN-13: 1135639434

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This volume presents an entirely new analysis of the economics of futures markets, that will be of interest to both specialists in the area and the generalist economist seeking a new perspective. Through a combination of theoretical investigation and empirical application, three important themes are explored: the gains from futures trading and the efforts of emerging markets to reap these benefits; rationality and rival hypotheses of trader behaviour, such as noise trading; and the effect of regulatory tools on price formation.


Book Synopsis Models of Futures Markets by : Barry Goss

Download or read book Models of Futures Markets written by Barry Goss and published by Routledge. This book was released on 2013-05-13 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents an entirely new analysis of the economics of futures markets, that will be of interest to both specialists in the area and the generalist economist seeking a new perspective. Through a combination of theoretical investigation and empirical application, three important themes are explored: the gains from futures trading and the efforts of emerging markets to reap these benefits; rationality and rival hypotheses of trader behaviour, such as noise trading; and the effect of regulatory tools on price formation.


The Existence of Futures Markets

The Existence of Futures Markets

Author: Sanford J. Grossman

Publisher:

Published: 1977

Total Pages: 19

ISBN-13:

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Book Synopsis The Existence of Futures Markets by : Sanford J. Grossman

Download or read book The Existence of Futures Markets written by Sanford J. Grossman and published by . This book was released on 1977 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Rational Expectations International Finance and Futures Markets

Rational Expectations International Finance and Futures Markets

Author: Stein

Publisher: Wiley-Blackwell

Published:

Total Pages:

ISBN-13: 9780631171713

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Book Synopsis Rational Expectations International Finance and Futures Markets by : Stein

Download or read book Rational Expectations International Finance and Futures Markets written by Stein and published by Wiley-Blackwell. This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: