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Existence, incentive compatibility and efficiency of the rational expectations equilibrium

✍ Scribed by Yeneng Sun; Lei Wu; Nicholas C. Yannelis

Book ID
116506500
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
236 KB
Volume
76
Category
Article
ISSN
0899-8256

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Rational expectations and market efficie
Rational expectations and market efficiency in the U.S. live cattle futures market: The role of proprietary information
✍ Matthew P. Schaefer; Robert J. Myers; Stephen R. Koontz πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 135 KB πŸ‘ 2 views

## Abstract The role of proprietary information in forecasting and market efficiency in the U.S. live cattle futures market is investigated. Using a unique proprietary data source collected by a private firm, we test whether the initial estimates in the USDA __Cattle on Feed Report__ and the Knight