(Micro) fads in asset prices: evidence from the futures market

Investigates futures market efficiency. Anomalies in asset prices; Test for fads in futures markets; Data description; Price effects; Trading rule tests; Volume effects.

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Year of publication:	1994-09
Authors:	Noe, Thomas ; Gay, Gerald ; Kolb, Robert ; Kale, Jayant R
Publisher:	Wiley

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Type of publication:	Article
Language:	English
Notes:	Noe, Thomas, Gay, Gerald, Kolb, Robert and Kale, Jayant R (1994) (Micro) fads in asset prices: evidence from the futures market. Journal of Futures Markets, 14 (6). pp. 637-659.
Other identifiers:	10.1002/fut.3990140603 [DOI]
Source:	BASE

Persistent link: https://www.econbiz.de/10011423043