EXISTENCE OF FUTURES MARKETS, NOISY RATIONAL EXPECTATIONS AND INFORMATIONAL EXTERNALITIES

[1] THE ROLE OF SECURITIES IN THE OPTIMAL ALLOCATION OF RISK-BEARING [J]. REVIEW OF ECONOMIC STUDIES, 1964, 31 : 91 - 96

[2] ASH RB, 1972, REAL ANALYSIS PROBAB

[3] COOTNER PH, 1960, J POLIT ECON, V68, P396, DOI 10.1086/258347

[4] FUTURES TRADING AND INVESTOR RETURNS - INVESTIGATION OF COMMODITY MARKET RISK PREMIUMS [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (06) : 1387 - 1406

[5] Green J., 1973, 284 HARV I EC RES

[6] GROSSMAN S, 1975, THESIS U CHICAGO

[7] GROSSMAN S, 1975, J ECONOMETRICS, V3, P255

[8] EXISTENCE OF FUTURES MARKETS, NOISY RATIONAL EXPECTATIONS AND INFORMATIONAL EXTERNALITIES [J]. REVIEW OF ECONOMIC STUDIES, 1977, 44 (03) : 431 - 449

[9] GROSSMAN SJ, 1975, ADAPTIVE ECONOMIC MO

[10] HARDY CO, 1940, RISK RISK BEARING

[1] THE ROLE OF SECURITIES IN THE OPTIMAL ALLOCATION OF RISK-BEARING [J]. REVIEW OF ECONOMIC STUDIES, 1964, 31 : 91 - 96

[2] ASH RB, 1972, REAL ANALYSIS PROBAB

[3] COOTNER PH, 1960, J POLIT ECON, V68, P396, DOI 10.1086/258347

[4] FUTURES TRADING AND INVESTOR RETURNS - INVESTIGATION OF COMMODITY MARKET RISK PREMIUMS [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (06) : 1387 - 1406

[5] Green J., 1973, 284 HARV I EC RES

[6] GROSSMAN S, 1975, THESIS U CHICAGO

[7] GROSSMAN S, 1975, J ECONOMETRICS, V3, P255

[8] EXISTENCE OF FUTURES MARKETS, NOISY RATIONAL EXPECTATIONS AND INFORMATIONAL EXTERNALITIES [J]. REVIEW OF ECONOMIC STUDIES, 1977, 44 (03) : 431 - 449

[9] GROSSMAN SJ, 1975, ADAPTIVE ECONOMIC MO

[10] HARDY CO, 1940, RISK RISK BEARING