Rational expectations and market efficiency in the U.S live cattle futures market : the role of proprietary information
Year of publication: |
2004
|
---|---|
Authors: | Schaefer, Matthew P. ; Myers, Robert J. ; Koontz, Stephen R. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 24.2004, 5, p. 429-451
|
Subject: | Derivat | Derivative | Rindermarkt | Cattle market | Rationale Erwartung | Rational expectations | Effizienzmarkthypothese | Efficient market hypothesis | Ankündigungseffekt | Announcement effect | Schätzung | Estimation | USA | United States |
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