Rational Expectations And Efficiency In Futures Markets
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Rational Expectations And Efficiency In Futures Markets
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Author : Barry Goss
language : en
Publisher: Routledge
Release Date : 2005-10-09
Rational Expectations And Efficiency In Futures Markets written by Barry Goss and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-10-09 with Business & Economics categories.
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.
The Informational Efficiency Of Experimental Asset Markets
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Author : Daniel Friedman
language : en
Publisher: London : Department of Economics, University of Western Ontario
Release Date : 1983
The Informational Efficiency Of Experimental Asset Markets written by Daniel Friedman and has been published by London : Department of Economics, University of Western Ontario this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with Bonds categories.
Special Issue On Futures Markets
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Author : Jerome Leon Stein
language : en
Publisher:
Release Date : 1992
Special Issue On Futures Markets written by Jerome Leon Stein and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Commodity futures categories.
Models Of Futures Markets
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Author : Barry Goss
language : en
Publisher: Routledge
Release Date : 2013-05-13
Models Of Futures Markets written by Barry Goss and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-05-13 with Business & Economics categories.
This volume presents an entirely new analysis of the economics of futures markets, that will be of interest to both specialists in the area and the generalist economist seeking a new perspective. Through a combination of theoretical investigation and empirical application, three important themes are explored: the gains from futures trading and the efforts of emerging markets to reap these benefits; rationality and rival hypotheses of trader behaviour, such as noise trading; and the effect of regulatory tools on price formation.
The Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets
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Author : R. Hodrick
language : en
Publisher: Routledge
Release Date : 2014-05-01
The Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets written by R. Hodrick and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-01 with Business & Economics categories.
Robert Hodrick provides a foundation for developing quantitive measures of risk and expected return in international finance.
Rational Expectations International Finance And Futures Markets
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Author : Stein
language : en
Publisher: Wiley-Blackwell
Release Date :
Rational Expectations International Finance And Futures Markets written by Stein and has been published by Wiley-Blackwell this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets
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Author : Robert J. Hodrick
language : en
Publisher: CRC Press
Release Date : 2023-08-18
Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets written by Robert J. Hodrick and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-08-18 with Mathematics categories.
This book presents a critical review of the empirical literature that studies the efficiency of the forward and futures markets for foreign exchange. It provides a useful foundation for research in developing quantitative measures of risk and expected return in international finance.
Futures Markets
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Author : A. G. Malliaris
language : en
Publisher: Edward Elgar Publishing
Release Date : 1997
Futures Markets written by A. G. Malliaris and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Business & Economics categories.
A collection of 70 influential articles which cover a range of topics, including stock indexes, arbitrage, portfolio insurance, volatility and the October 1987 crash, price distributions, theories and determinants of hedging, portfolio selection with futures, institutions, market characteristics, speculation, pricing, efficiency, interest rates and insurance, and foreign currencies. In addition, the editor has written introductory essays for each volume which analyze speculation and hedging, explore the relatively new idea that futures markets can be modelled as chaotic processes, and demystify financial futures while presenting evidence of their benefits. No subject index. Annotation copyright by Book News, Inc., Portland, OR
Rational Expectations And Efficiency In Futures Markets
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Author : Barry Goss
language : en
Publisher: Routledge
Release Date : 2005-10-09
Rational Expectations And Efficiency In Futures Markets written by Barry Goss and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-10-09 with Business & Economics categories.
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.
Performativity And Politics The Making Of Commodity Futures Markets
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Author : Matthias Baumgarten
language : en
Publisher: GRIN Verlag
Release Date : 2012-11-14
Performativity And Politics The Making Of Commodity Futures Markets written by Matthias Baumgarten and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-11-14 with Political Science categories.
Master's Thesis from the year 2011 in the subject Business economics - Economic Policy, grade: 1,0 / 85%, University of Warwick (Politics and International Studies), course: International Political Economy (Dissertation), language: English, abstract: In this work I analyze commodity futures markets (CFMs) in order to shed light on the debated relationship between neoclassical economic theory and real-world markets. I show that CFMs clearly reflect a number of neoclassical aspects, but its asocial assumptions mean that the theory fails to explain how these came to be realized. Performativity theory, despite itself neglecting the ‘political’ factors of agency, power and distribution to a certain extent, proves to be a suitable alternative explanatory approach. Its idea of economic theory as a ‘blueprint’ can be recognized in conscious steps during the formation of CFMs, which increased the fit of these markets to the neoclassical ideal. Agency and power played a substantial role in shaping performative processes, which led to an approximation of market equilibrium and corresponding positive distributional effects. These outcomes proved to be instable, however, as the entry of big investors in the wake of the current ‘financialization’ of CFMs had disequilibrating consequences. The resulting instances of counterperformativity shifted the markets away from neoclassical theory and led to adverse distributional impacts.