Rational Expectations and Efficiency in Futures Markets

Rational Expectations and Efficiency in Futures Markets

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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.
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Product details

  • Paperback | 240 pages
  • 140 x 216mm | 440g
  • London, United Kingdom
  • English
  • 1138984523
  • 9781138984523

Table of contents

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
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