Information, futures prices, and stabilizing speculation
- 1 February 1978
- journal article
- Published by Elsevier in Journal of Economic Theory
- Vol. 17 (1) , 79-98
- https://doi.org/10.1016/0022-0531(78)90124-2
Abstract
No abstract availableThis publication has 9 references indexed in Scilit:
- The Existence of Futures Markets, Noisy Rational Expectations and Informational ExternalitiesThe Review of Economic Studies, 1977
- Martingale, market efficiency and commodity pricesEuropean Economic Review, 1977
- On the Efficiency of Competitive Stock Markets Where Trades Have Diverse InformationThe Journal of Finance, 1976
- An Equilibrium Model of the Business CycleJournal of Political Economy, 1975
- Speculation and Equilibrium: Information, Risk, and MarketsThe Quarterly Journal of Economics, 1975
- Information and Market EquilibriumThe Bell Journal of Economics, 1975
- Risk Aversion and the Martingale Property of Stock PricesInternational Economic Review, 1973
- Expectations and the neutrality of moneyJournal of Economic Theory, 1972
- The Aggregation of Investor's Diverse Judgments and Preferences in Purely Competitive Security MarketsJournal of Financial and Quantitative Analysis, 1969