Book Cover
E-book

Title Rational expectations and efficiency in futures markets / edited by Barry A. Goss
Published London ; New York : Routledge, 1992

Copies

Description 1 online resource (xiii, 237 pages) : illustrations
Contents 1. Rational expectations and welfare in financial futures markets / Jerome L. Stein -- 2. Foreign currency futures spreads and risk premiums / Thomas H. McCurdy and Zeuan G. Morgan -- 3. Assessing market performance : an examination of livestock futures markets / Raymond M. Leuthold and Philip Garcia -- 4. Rational expectations and experimental methods / Glenn W. Harrison -- 5. Efficiency of the yen futures market at the Chicago Mercantile Exchange / Stephen J. Taylor -- 6. Simultaneity, forecasting and efficiency in the US oats market / Barry A. Goss, Siang-Choo Chan and S. Gulay Avsar -- 7. Alternative performance models in interest rate futures / Jot Yau, Uttama Savanayana and Thomas Schneeweis -- 8. A rational expectations model of the Australian wool spot and futures markets / Barry A. Goss and S. Gulay Avsar -- 9. The announcement effects of economic variables / Ting-Yean Tan
Summary 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
Analysis Futures markets
Bibliography Includes bibliographical references an index
Notes English
Print version record
Subject Futures market -- Mathematical models
Financial futures -- Mathematical models
Commodity futures -- Mathematical models
Rational expectations (Economic theory)
BUSINESS & ECONOMICS -- Investments & Securities -- General.
Commodity futures -- Mathematical models
Financial futures -- Mathematical models
Futures market -- Mathematical models
Rational expectations (Economic theory)
Form Electronic book
Author Gross, Barry A. (Barry Andrew), 1939-
ISBN 9780203978573
0203978579
9786610226337
6610226334
9780415023436
0415023432
113497521X
9781134975211
1280226331
9781280226335