1st Edition
Rational Expectations and Efficiency in Futures Markets
Edited By Barry Goss
Copyright 1992
252 Pages
by
Routledge
252 Pages
by
Routledge
252 Pages
by
Routledge
Also available as eBook on:
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.
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
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
Biography
Goss, Barry
