VALUE OF INFORMATION WITH SEQUENTIAL FUTURES MARKETS

被引:32
作者
GREEN, J
机构
关键词
D O I
10.2307/1913314
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:335 / 358
页数:24
相关论文
共 21 条
[1]   VALUE OF INFORMATION FOR CROP FORECASTING IN A MARKET SYSTEM - SOME THEORETICAL ISSUES [J].
BRADFORD, DF ;
KELEJIAN, HH .
REVIEW OF ECONOMIC STUDIES, 1977, 44 (03) :519-531
[2]   VALUE OF INFORMATION FOR CROP FORECASTING WITH BAYESIAN SPECULATORS - THEORY AND EMPIRICAL RESULTS [J].
BRADFORD, DF ;
KELEJIAN, HH .
BELL JOURNAL OF ECONOMICS, 1978, 9 (01) :123-144
[3]   WHAT IS SPECULATION [J].
FEIGER, G .
QUARTERLY JOURNAL OF ECONOMICS, 1976, 90 (04) :677-687
[4]  
Green J, 1978, 271 STANF U I MATH S
[5]  
Green J., 1973, 284 HARV I EC RES
[6]  
GREEN J, 1977, SYSTEMES DYNAMIQUES
[7]   TEMPORARY GENERAL EQUILIBRIUM IN A SEQUENTIAL TRADING MODEL WITH SPOT AND FUTURES TRANSACTIONS [J].
GREEN, JR .
ECONOMETRICA, 1973, 41 (06) :1103-1123
[8]  
HAYAMI Y, 1972, AM ECON REV, V62, P119
[9]   THEORY OF SPECULATION UNDER ALTERNATIVE REGIMES OF MARKETS [J].
HIRSHLEIFER, J .
JOURNAL OF FINANCE, 1977, 32 (04) :975-999
[10]  
HIRSHLEIFER J, 1971, AM ECON REV, V61, P561