Fr. 286.00

Rational Expectations and Efficiency in Futures Markets

English · Hardback

Shipping usually within 1 to 3 weeks (not available at short notice)

Description

Read more

Informationen zum Autor Goss, Barry Klappentext 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. Zusammenfassung 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. Inhaltsverzeichnis 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

Product details

Authors Barry Goss
Assisted by Barry Goss (Editor), Goss Barry (Editor)
Publisher Taylor & Francis Ltd.
 
Languages English
Product format Hardback
Released 03.10.1991
 
EAN 9780415023436
ISBN 978-0-415-02343-6
No. of pages 252
Subjects Social sciences, law, business > Business > General, dictionaries

Business & Economics / General, BUSINESS & ECONOMICS / Economics / General, Finance & accounting, Monetary Economics, Finance and accounting

Customer reviews

No reviews have been written for this item yet. Write the first review and be helpful to other users when they decide on a purchase.

Write a review

Thumbs up or thumbs down? Write your own review.

For messages to CeDe.ch please use the contact form.

The input fields marked * are obligatory

By submitting this form you agree to our data privacy statement.