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.
Forecasting Accuracy Rational Expectations And Market Efficiency In The Us Beef Cattle Industry
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Author : Matthew Phillip Schaefer
language : en
Publisher:
Release Date : 1999
Forecasting Accuracy Rational Expectations And Market Efficiency In The Us Beef Cattle Industry written by Matthew Phillip Schaefer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Cattle on feed (Washington, D.C.) categories.
Imagined Futures
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Author : Jens Beckert
language : en
Publisher: Harvard University Press
Release Date : 2016-06-07
Imagined Futures written by Jens Beckert and has been published by Harvard University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-07 with Social Science categories.
Consumers, investors, and corporations orient their activities toward a future that contains opportunities and risks. How do these actors assess uncertainty? Jens Beckert adds a new chapter to the theory of capitalism by showing how fictional expectations drive modern economies—or throw them into crisis when imagined futures fail to materialize.
Advances In Quantitative Analysis Of Finance And Accounting Vol 3 Essays In Microstructure In Honor Of David K Whitcomb
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Author : Cheng Few Lee
language : en
Publisher: World Scientific
Release Date : 2006-04-18
Advances In Quantitative Analysis Of Finance And Accounting Vol 3 Essays In Microstructure In Honor Of David K Whitcomb written by Cheng Few Lee and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-04-18 with Business & Economics categories.
News Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University). Market microstructure is the study of how markets operate and how transaction dynamics can affect security price formation and behavior. The impact of microstructure on all areas of finance has been increasingly apparent. Empirical microstructure has opened the door for improved transaction cost measurement, volatility dynamics and even asymmetric information measures, among others. Thus, this field is an important building block towards understanding today's financial markets. One of the pioneers in the field of market microstructure is David K Whitcomb, who retired from Rutgers University in 1999 after 25 years of service. David generously funded the David K Whitcomb Center for Research in Financial Services, located at Rutgers University. The Center organized a conference at Rutgers in his honor. This conference showcased papers and research conducted by the leading luminaries in the field of microstructure and drew a broad and illustrious audience of academicians, practitioners and former students, all who came to pay tribute to David K Whitcomb. Most of the papers in this volume were presented at that conference and the contributions to this volume are a lasting bookmark in microstructure. The coverage of topics on this volume is broad, ranging from the theoretical to empirical, and covering various issues from market architecture to liquidity and volatility.
Expectations And Forecasting In The Us Dollar British Pound Market
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Author : B. A. Goss
language : en
Publisher:
Release Date : 1994
Expectations And Forecasting In The Us Dollar British Pound Market written by B. A. Goss and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Speculation categories.
Advanced Trading Rules
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Author : Emmanual Acar
language : en
Publisher: Elsevier
Release Date : 2002-05-23
Advanced Trading Rules written by Emmanual Acar and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-05-23 with Political Science categories.
Advanced Trading Rules is the essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers. The editors have brought together the world's leading professional and academic experts to explain how to understand, develop and apply cutting edge trading rules and systems. It is indispensable reading if you are involved in the derivatives, fixed income, foreign exchange and equities markets. Advanced Trading Rules demonstrates how to apply econometrics, computer modelling, technical and quantitative analysis to generate superior returns, showing how you can stay ahead of the curve by finding out why certain methods succeed or fail. Profit from this book by understanding how to use: stochastic properties of trading strategies; technical indicators; neural networks; genetic algorithms; quantitative techniques; charts. Financial markets professionals will discover a wealth of applicable ideas and methods to help them to improve their performance and profits. Students and academics working in this area will also benefit from the rigorous and theoretically sound analysis of this dynamic and exciting area of finance. - The essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers - Provides a complete overview of cutting edge financial markets trading rules, including new material on technical analysis and evaluation - Demonstrates how to apply econometrics, computer modeling, technical and quantitative analysis to generate superior returns
Evolutionary Foundations Of Equilibria In Irrational Markets
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Author : Guo Ying Luo
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-11-19
Evolutionary Foundations Of Equilibria In Irrational Markets written by Guo Ying Luo and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-11-19 with Business & Economics categories.
One of the core building blocks of traditional economic theory is the concept of equilibrium, a state of the world in which economic forces are balanced and in the absence of external influences the values of economic variables remain static. Many traditional equilibrium models, or equilibria, are established based on the rational behavior of individuals within financial markets, such as traders, market analysts, and investing firms, and their ability to maximize profits, no matter the cost. Yet what happens when these market participants behave in an irrational manner, and how does this impact economic equilibria? Contemporary economists have agreed that a process similar to Darwin’s Theory of Natural Selection takes over, whereby equilibria are shaped not by the behavior of individual participants but by an environment outside its control (i.e., an environment with little concern for maximizing profits). It is an environment in which those “selected” produce positive financial gains, but have no regard for how it was obtained or underlying motivations—and those participants suffering losses disappear altogether. Evolutionary Foundations of Equilibria in Irrational Markets proves traditional economic equilibria continue to occur despite natural selection in irrational markets. It covers a wide sampling of equilibria under various scenarios, and each chapter addresses the results of these models at an aggregate level. The text is supplemented with charts and figures to drive home key findings and proofs, making it of interest to students and researchers in the areas of economics and behavioral finance.
The Efficient Market Hypothesists
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Author : Colin Read
language : en
Publisher: Springer
Release Date : 2015-12-26
The Efficient Market Hypothesists written by Colin Read and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-26 with Business & Economics categories.
Describes the lives, theories, and legacies of six great minds in finance who changed the way we look at financial markets and equilibrium. Bachelier, Samuelson, Fama, Ross, Tobin, and Shiller; proponents and critics of the market efficiency theories who redefined modern finance, creating the foundation on which all financial analysis rests.
Firms And Markets
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Author : K. Tucker
language : en
Publisher: Routledge
Release Date : 2018-01-12
Firms And Markets written by K. Tucker and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-01-12 with Business & Economics categories.
Industrial and business economics is a very important field with a great deal of relevance to the commercial world and to business studies students as well as to economists. It is a rapidly developing field in which many new research advances have been made in recent years. This book, first published in 1986, considers many aspects of both the theory of and the evidence on economic behaviour, and in particular the operations of firms and markets. The book was written in honour of Basil Yamey by his former research students.
Applied Quantitative Methods For Trading And Investment
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Author : Christian L. Dunis
language : en
Publisher: John Wiley & Sons
Release Date : 2004-01-09
Applied Quantitative Methods For Trading And Investment written by Christian L. Dunis and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-01-09 with Business & Economics categories.
This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston. Fills the gap for a book on applied quantitative investment & trading models Provides details of how to combine various models to manage and trade a portfolio