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Market analysis with rational expectations: Theory and estimation

✍ Scribed by R.La Var Huntzinger

Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
1005 KB
Volume
10
Category
Article
ISSN
0304-4076

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πŸ“œ SIMILAR VOLUMES

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✍ Ronald Britto πŸ“‚ Article πŸ“… 1982 πŸ› John Wiley and Sons 🌐 English βš– 421 KB

onsider an individual holding a commodity that is subject to price risk be-C cause of factors affecting the future demand for this commodity. For example, the commodity might be a raw material whose price fluctuates randomly because of cyclical disturbances. If a futures market exists for the commod

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I analyzed how the existence of futures markets affects the amount of a good stored for sale in a subsequent period, when (1) individuals holding the good face price risk because of demand fluctuations, and (2) they make their decisions using the correct (i.e., equilibrium) price distribution. Rando

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The terms buyers "market and sellers' market are commonly used in contexts that most economists would characterize as excess supply and excess demand. It is puzzling, however, that in many instances the press and general public are all aware that it is a buyers' or sellers' market. Are these markets

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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