Rational Expectations and Efficiency in Futures Markets

by Barry Goss (Editor)

Overview

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.

Product Details

ISBN-13:	9781134975204
Publisher:	Taylor & Francis
Publication date:	10/09/2005
Sold by:	Barnes & Noble
Format:	eBook
Pages:	252
File size:	8 MB

About the Author

Goss, Barry

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