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Rational expectations and efficiency in futures markets

Rational expectations and efficiency in futures markets

Material type
단행본
Personal Author
Goss, Barry A. ed. Gross, B. A. (Barry Andrew) , 1939-.
Title Statement
Rational expectations and efficiency in futures markets / edited by Barry A. Goss.
Publication, Distribution, etc
London ;   New York :   Routledge ,   1992.  
Physical Medium
xiii, 237 p. : ill. ; 23 cm.
ISBN
0415023432
Bibliography, Etc. Note
Includes bibliographical references an index.
Subject Added Entry-Topical Term
Financial futures --Mathematical models. Commodity futures --Mathematical models. Rational expectations (Economic theory). Futures market --Mathematical models.
000 00944camuuu200277 a 4500
001 000000011908
005 19981117112345.0
008 901205s1992 enka b 00110 eng
010 ▼a 90026524
020 ▼a 0415023432
040 ▼a DLC ▼c DLC ▼d DLC
049 1 ▼l 412919379
050 0 0 ▼a HG6024.A3 ▼b G66 1991
082 0 0 ▼a 332.64/5 ▼2 20
090 ▼a 332.645 ▼b G677r
100 1 ▼a Goss, Barry A. ▼e ed.
245 1 0 ▼a Rational expectations and efficiency in futures markets / ▼c edited by Barry A. Goss.
260 ▼a London ; ▼a New York : ▼b Routledge , ▼c 1992.
300 ▼a xiii, 237 p. : ▼b ill. ; ▼c 23 cm.
504 ▼a Includes bibliographical references an index.
650 0 ▼a Financial futures ▼x Mathematical models.
650 0 ▼a Commodity futures ▼x Mathematical models.
650 0 ▼a Rational expectations (Economic theory).
650 0 ▼a Futures market ▼x Mathematical models.
700 1 0 ▼a Gross, B. A. ▼q (Barry Andrew) , ▼d 1939-.

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Centennial Digital Library/Stacks(Preservation8)/ Call Number 332.645 G677r Accession No. 412919379 Availability Available Due Date Make a Reservation Service B M

Contents information

Book Introduction

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.

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.


Information Provided By: : Aladin

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


Information Provided By: : Aladin

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