Rational expectations and efficiency in futures markets /

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Bibliographic Details
Imprint:	London ; New York : Routledge, 1992.
Description:	1 online resource (xiii, 237 pages) : illustrations
Language:	English
Subject:	Futures market -- Mathematical models. Financial futures -- Mathematical models. Commodity futures -- Mathematical models. Rational expectations (Economic theory) Commodity futures -- Mathematical models. Financial futures -- Mathematical models. Futures market -- Mathematical models. Rational expectations (Economic theory) Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11151101

Hidden Bibliographic Details
Other authors / contributors:	Gross, Barry A. (Barry Andrew), 1939-
ISBN:	9780203978573 0203978579 9786610226337 6610226334 9780415023436 0415023432 0415023432
Digital file characteristics:	data file
Notes:	Includes bibliographical references an index. Print version record.
Other form:	Print version: Rational expectations and efficiency in futures markets. London ; New York : Routledge, 1992

Table of 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.

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