Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market

The behavioral finance literature cites the frozen concentrated orange juice (FCOJ) futures market as a prominent example of the failure of prices to reflect fundamentals.(...)

Year of publication:	2005-04-06
Authors:	Boudoukh, Jacob ; Richardson, Matthew ; Shen, YuQing ; Whitelaw, Robert F.
Publisher:	Salomon Center <New York, NY>
Subject:	Unvollkommener Markt \| Incomplete markets \| Anlageverhalten \| Warenterminmarkt \| commodity futures market

More details

Extent:	25 p. 151,98 p. application/pdf
Series:	NYU Salomon Center for the Study of Financial Institutions - Publications Arbeitspapier - NYU Salomon Center for the Study of Financial Institutions - Asset Management ; 03-04
Type of publication:	Book / Working Paper
Language:	English
Classification:	Financial theory ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

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