Rational expectations and efficiency in futures markets / edited by Barry A. Goss.

Format:

Book

Contributor:

Gross, Barry A. (Barry Andrew), 1939-

Language:

English

Subjects (All):

Futures market--Mathematical models.

Futures market.

Financial futures--Mathematical models.

Financial futures.

Commodity futures--Mathematical models.

Commodity futures.

Rational expectations (Economic theory).

Physical Description:

1 online resource (252 p.)

Edition:

1st ed.

Place of Publication:

London ; New York : Routledge, 1992.

Language Note:

English

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.

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.

Notes:

Description based upon print version of record.

Includes bibliographical references an index.

Description based on metadata supplied by the publisher and other sources.

ISBN:

1-134-97520-1

1-134-97521-X

1-280-22633-1

9786610226337

0-203-97857-9

9780203978573

OCLC:

856868926