Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis

Keywords

Futures contract, Financial economics, Economics, Rational expectations, Futures market

References

• The Informational Role of Futures Markets and Learning Behaviour: Some experimental evidenceDaniel Friedman, Glen W. Harrison, Jon W. Salmon — 1982
• An Introduction to the Theory of Statistics1911

Cited by

• Options and market information: a mean-variance portfolio approachDavid W. Bullock — 1989
• The Inhibition of Usury (Riba An-Nasi'ah) and the Economic Underdevelopment of the Muslim WorldMurizah Osman Salleh, Aziz Jaafar, M. Shahid Ebrahim — 2011
• Evolutionary Foundations of Equilibria in Irrational MarketsGuo Ying Luo — 2011
• Prices as signals of qualityJoseph von Rosthorn Farrell — 1981
• Wpływ wprowadzenia indeksowych kontraktów terminowych na zmienność kasowego rynku na GPW w Warszawie S.A.Hanna Morawska — 2007
• The rational expectations hypothesis in models of primary commodity pricesChristopher L. Gilbert — 1990
• Market failure and stagflation: Some aspects of privatisation in PolandWojciech Charemza — 1992
• The integration of alternative information systems: an application to the Hogs and Pigs reportKarl D. Skold — 1990
• The Informational Role of Futures Markets and Learning Behaviour: Some experimental evidenceDaniel Friedman, Glen W. Harrison, Jon W. Salmon — 1982
• Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable ApproachMartin T. Bohl, Jeanne Diesteldorf, Christian A. Salm — 2016
• Uncertainty, Risk Aversion, and Risk Management for Agricultural ProducersGianCarlo Moschini, David A. Hennessy — 2001
• The investigation of destabilization effect in India’s agriculture commodity futures market: An alternative viewpointWasim Ahmad, Sanjay Sehgal — 2015
• The Futures Pricing PuzzleShafiqur Rahman, M. Shahid Ebrahim — 2005
• Price Formation with Autocorrelated Order Flow: Theory and EvidenceTarun Chordia, Avanidhar Subrahmanyam — 2002
• On econometric models with rational expectationsLaurence Broze, Ariane Szafarz — 1985
• Essays in economic theoryJ. Tirole — 1981
• Futures trading and commodity spot market volatility: Empirical evidence on selected commodities in Indian marketMasoud Parsa, T. Mallikarjunappa — 2014
• Information Distribution and the Informative EfficiencyLiwei Chen — 2008
• THE CAUSES AND CONSEQUENCES OF THE DEPENDENCE OF QUALITY ON PRICEJoseph E. Stiglitz — 1987
• PRICE, UNCERTAINTY, FLEXIBLE INPUTS AND A FUTURES MARKETMasahiro Kawai, Itzhak Zilcha — 1991

Related papers

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