FUTURES TRADING, RATIONAL-EXPECTATIONS, AND THE EFFICIENT MARKETS HYPOTHESIS

[11] JORDAN JS, 1979, EFFICIENT MARKETS HY

[12] INFORMATION AND MARKET EQUILIBRIUM [J]. BELL JOURNAL OF ECONOMICS, 1975, 6 (01): : 357 - 376

[13] Lo??ve M., 1955, PROBABILITY THEORY

[14] Luenberger D.G., 1997, OPTIMIZATION VECTOR

[15] MOOD AM, 1963, INTRO THEORY STATIST

[16] RATIONAL-EXPECTATIONS AND THE THEORY OF PRICE MOVEMENTS [J]. ECONOMETRICA, 1961, 29 (03) : 315 - 335

[17] RATIONAL EXPECTATIONS EQUILIBRIUM - GENERIC EXISTENCE AND THE INFORMATION REVEALED BY PRICES [J]. ECONOMETRICA, 1979, 47 (03) : 655 - 678

[18] PROOF THAT PROPERLY DISCOUNTED PRESENT VALUES OF ASSETS VIBRATE RANDOMLY [J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (02): : 369 - 374

[19] SAMUELSON PA, 1972, COLLECTED SCI PAPERS, V3, P782

[11] JORDAN JS, 1979, EFFICIENT MARKETS HY

[12] INFORMATION AND MARKET EQUILIBRIUM [J]. BELL JOURNAL OF ECONOMICS, 1975, 6 (01): : 357 - 376

[13] Lo??ve M., 1955, PROBABILITY THEORY

[14] Luenberger D.G., 1997, OPTIMIZATION VECTOR

[15] MOOD AM, 1963, INTRO THEORY STATIST

[16] RATIONAL-EXPECTATIONS AND THE THEORY OF PRICE MOVEMENTS [J]. ECONOMETRICA, 1961, 29 (03) : 315 - 335

[17] RATIONAL EXPECTATIONS EQUILIBRIUM - GENERIC EXISTENCE AND THE INFORMATION REVEALED BY PRICES [J]. ECONOMETRICA, 1979, 47 (03) : 655 - 678

[18] PROOF THAT PROPERLY DISCOUNTED PRESENT VALUES OF ASSETS VIBRATE RANDOMLY [J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (02): : 369 - 374

[19] SAMUELSON PA, 1972, COLLECTED SCI PAPERS, V3, P782