Rational Expectations and Efficiency in Futures Markets
| Title | Rational Expectations and Efficiency in Futures Markets PDF eBook |
| Author | Barry Goss |
| Publisher | Routledge |
| Pages | 252 |
| Release | 2005-10-09 |
| Genre | Business & Economics |
| ISBN | 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.
Futures Trading, Rational Expectations and the Efficient Markets Hypothesis
| Title | Futures Trading, Rational Expectations and the Efficient Markets Hypothesis PDF eBook |
| Author | Margaret Bray |
| Publisher | |
| Pages | 42 |
| Release | 1979 |
| Genre | Speculation |
| ISBN |
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The Informational Efficiency of Experimental Asset Markets
| Title | The Informational Efficiency of Experimental Asset Markets PDF eBook |
| Author | Daniel Friedman |
| Publisher | London : Department of Economics, University of Western Ontario |
| Pages | 96 |
| Release | 1983 |
| Genre | Bonds |
| ISBN |
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Market Structure and the Muth Rational Expectations Hypothesis
| Title | Market Structure and the Muth Rational Expectations Hypothesis PDF eBook |
| Author | Robert David Selvaggio |
| Publisher | |
| Pages | 284 |
| Release | 1987 |
| Genre | Efficient market theory |
| ISBN |
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Special Issue on Futures Markets
| Title | Special Issue on Futures Markets PDF eBook |
| Author | Jerome Leon Stein |
| Publisher | |
| Pages | 148 |
| Release | 1992 |
| Genre | Commodity futures |
| ISBN |
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Market Structure and the Muth Rational Expectations Hypothesis
| Title | Market Structure and the Muth Rational Expectations Hypothesis PDF eBook |
| Author | Robert Selvaggio |
| Publisher | |
| Pages | 284 |
| Release | 1987 |
| Genre | |
| ISBN |
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Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets
| Title | Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets PDF eBook |
| Author | Robert J. Hodrick |
| Publisher | CRC Press |
| Pages | 190 |
| Release | 2023-08-18 |
| Genre | Mathematics |
| ISBN | 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.