Futures market efficiency and the time content of the information sets
- 1 September 1983
- journal article
- Published by Wiley in Journal of Futures Markets
- Vol. 3 (3) , 321-334
- https://doi.org/10.1002/fut.3990030307
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
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- The relation between forward prices and futures pricesJournal of Financial Economics, 1981
- Optimal expectations and the extreme information assumptions of ‘rational expectations’ macromodelsJournal of Monetary Economics, 1979
- A Note on the Variability of Futures PricesThe Review of Economics and Statistics, 1976
- Efficient Capital Markets: A Review of Theory and Empirical WorkThe Journal of Finance, 1970
- COMMODITY FUTURES: TRENDS OR RANDOM WALKS?The Journal of Finance, 1970
- Rational Expectations and the Theory of Price MovementsEconometrica, 1961