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100   $a20180331d1992      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 00$aRational expectations and efficiency in futures markets /$fedited by Barry A. Goss
210  1$aLondon ;$aNew York :$cRoutledge,$d1992.
215   $a1 online resource (252 p.)
300   $aDescription based upon print version of record.
311   $a1-138-98452-3 
311   $a0-415-02343-2 
320   $aIncludes bibliographical references an index.
327   $a1. 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.
330   $aDo 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.
606   $aFutures market$xMathematical models
606   $aFinancial futures$xMathematical models
606   $aCommodity futures$xMathematical models
606   $aRational expectations (Economic theory)
608   $aElectronic books.
615  0$aFutures market$xMathematical models.
615  0$aFinancial futures$xMathematical models.
615  0$aCommodity futures$xMathematical models.
615  0$aRational expectations (Economic theory)
676   $a332.64/5
701   $aGross$b B. A$g(Barry Andrew),$f1939-$0884961
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910449733303321
996   $aRational expectations and efficiency in futures markets$91975909
997   $aUNINA