03280oam 2200685I 450 991078300880332120230421042032.01-134-97520-11-134-97521-X1-280-22633-197866102263370-203-97857-910.4324/9780203978573 (CKB)1000000000006631(EBL)1141909(OCoLC)856868926(SSID)ssj0000232695(PQKBManifestationID)11947304(PQKBTitleCode)TC0000232695(PQKBWorkID)10214993(PQKB)11183795(MiAaPQ)EBC1141909(Au-PeEL)EBL1141909(CaPaEBR)ebr10017446(CaONFJC)MIL22633(OCoLC)84374139(FINmELB)ELB132719(EXLCZ)99100000000000663120180331d1992 uy 0engur|n|---|||||txtccrRational expectations and efficiency in futures markets /edited by Barry A. GossLondon ;New York :Routledge,1992.1 online resource (252 p.)Description based upon print version of record.1-138-98452-3 0-415-02343-2 Includes bibliographical references an index.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.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.Futures marketMathematical modelsFinancial futuresMathematical modelsCommodity futuresMathematical modelsRational expectations (Economic theory)Futures marketMathematical models.Financial futuresMathematical models.Commodity futuresMathematical models.Rational expectations (Economic theory)332.64/5Gross B. A(Barry Andrew),1939-1558588MiAaPQMiAaPQMiAaPQBOOK9910783008803321Rational expectations and efficiency in futures markets3823131UNINA