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FUTURES TRADING, RATIONAL-EXPECTATIONS, AND THE EFFICIENT MARKETS HYPOTHESIS
被引:83
作者
:
BRAY, M
论文数:
0
引用数:
0
h-index:
0
BRAY, M
机构
:
来源
:
ECONOMETRICA
|
1981年
/ 49卷
/ 03期
关键词
:
D O I
:
10.2307/1911513
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:575 / 596
页数:22
相关论文
共 19 条
[1]
ALLEN BJ, UNPUBLISHED
[2]
Anderson TW., 1958, INTRO MULTIVARIATE S
[3]
BRAY MM, 1978, THESIS U OXFORD
[4]
INFORMATION, FUTURES PRICES, AND STABILIZING SPECULATION
DANTHINE, JP
论文数:
0
引用数:
0
h-index:
0
DANTHINE, JP
[J].
JOURNAL OF ECONOMIC THEORY,
1978,
17
(01)
: 79
-
98
[5]
EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60680
UNIV CHICAGO,CHICAGO,IL 60680
FAMA, EF
[J].
JOURNAL OF FINANCE,
1970,
25
(02)
: 383
-
423
[6]
RATIONAL-EXPECTATIONS IN STATIONARY LINEAR-MODELS
FUTIA, CA
论文数:
0
引用数:
0
h-index:
0
FUTIA, CA
[J].
ECONOMETRICA,
1981,
49
(01)
: 171
-
192
[7]
EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION
GROSSMAN, S
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,DEPT ECON,STANFORD,CA 94305
GROSSMAN, S
[J].
JOURNAL OF FINANCE,
1976,
31
(02)
: 573
-
585
[8]
FURTHER RESULTS ON INFORMATIONAL EFFICIENCY OF COMPETITIVE STOCK MARKETS
GROSSMAN, S
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,DEPT FINANCE,PHILADELPHIA,PA 19104
UNIV PENN,DEPT FINANCE,PHILADELPHIA,PA 19104
GROSSMAN, S
[J].
JOURNAL OF ECONOMIC THEORY,
1978,
18
(01)
: 81
-
101
[9]
GROSSMAN SJ, 1976, AM ECON REV, V66, P246
[10]
EXISTENCE OF FUTURES MARKETS, NOISY RATIONAL EXPECTATIONS AND INFORMATIONAL EXTERNALITIES
GROSSMAN, SJ
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
STANFORD UNIV,STANFORD,CA 94305
GROSSMAN, SJ
[J].
REVIEW OF ECONOMIC STUDIES,
1977,
44
(03)
: 431
-
449
←
1
2
→
共 19 条
[1]
ALLEN BJ, UNPUBLISHED
[2]
Anderson TW., 1958, INTRO MULTIVARIATE S
[3]
BRAY MM, 1978, THESIS U OXFORD
[4]
INFORMATION, FUTURES PRICES, AND STABILIZING SPECULATION
DANTHINE, JP
论文数:
0
引用数:
0
h-index:
0
DANTHINE, JP
[J].
JOURNAL OF ECONOMIC THEORY,
1978,
17
(01)
: 79
-
98
[5]
EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60680
UNIV CHICAGO,CHICAGO,IL 60680
FAMA, EF
[J].
JOURNAL OF FINANCE,
1970,
25
(02)
: 383
-
423
[6]
RATIONAL-EXPECTATIONS IN STATIONARY LINEAR-MODELS
FUTIA, CA
论文数:
0
引用数:
0
h-index:
0
FUTIA, CA
[J].
ECONOMETRICA,
1981,
49
(01)
: 171
-
192
[7]
EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION
GROSSMAN, S
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,DEPT ECON,STANFORD,CA 94305
GROSSMAN, S
[J].
JOURNAL OF FINANCE,
1976,
31
(02)
: 573
-
585
[8]
FURTHER RESULTS ON INFORMATIONAL EFFICIENCY OF COMPETITIVE STOCK MARKETS
GROSSMAN, S
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,DEPT FINANCE,PHILADELPHIA,PA 19104
UNIV PENN,DEPT FINANCE,PHILADELPHIA,PA 19104
GROSSMAN, S
[J].
JOURNAL OF ECONOMIC THEORY,
1978,
18
(01)
: 81
-
101
[9]
GROSSMAN SJ, 1976, AM ECON REV, V66, P246
[10]
EXISTENCE OF FUTURES MARKETS, NOISY RATIONAL EXPECTATIONS AND INFORMATIONAL EXTERNALITIES
GROSSMAN, SJ
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
STANFORD UNIV,STANFORD,CA 94305
GROSSMAN, SJ
[J].
REVIEW OF ECONOMIC STUDIES,
1977,
44
(03)
: 431
-
449
←
1
2
→