פער תמחור של עתידיות מדד ת"א 25 בבורסת תל-אביב / [עדלה פרח].
פרח, עדלה
أطروحةDo 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.
العنوان |
Rational expectations and efficiency in futures markets / edited by Barry A. Goss. |
---|---|
الناشر |
London New York : Routledge |
تاريخ الإصدار |
1992 |
ملاحظات |
Description based upon print version of record. Includes bibliographical references an index. English |
رقم الرف |
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. |
الشكل |
1 online resource (252 p.) |
اللغة |
الانكليزية |
رقم النظام |
997010700479705171 |
أتعرفون المزيد عن هذا العنصر؟ وجدتم خطأ ما؟