03356nam 2200709 a 450 991096655190332120251116144636.01-134-97520-11-134-97521-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)99100000000000663119901205d1992 uy 0engur|n|---|||||txtccrRational expectations and efficiency in futures markets /edited by Barry A. Goss1st ed.London ;New York Routledge1992London ;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 Barry A(Barry Andrew),1939-1873851MiAaPQMiAaPQMiAaPQBOOK9910966551903321Rational expectations and efficiency in futures markets4484115UNINA