๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The value of public information in commodity futures markets

โœ Scribed by Philip Garcia; Scott H. Irwin; Raymond M. Leuthold; Li Yang


Book ID
117350213
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
878 KB
Volume
32
Category
Article
ISSN
0167-2681

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Asymmetric information in commodity futu
โœ Perrakis, Stylianos; Khoury, Nabil ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 291 KB ๐Ÿ‘ 2 views

This article examines the theoretical and empirical implications of asymmetric information in commodity futures markets. In particular, it formulates and tests a theoretical model that recognizes two distinct categories of traders: hedgers, who participate in both spot and futures markets, and specu

The relative efficiency of commodity fut
โœ Kellard, Neil; Newbold, Paul; Rayner, Tony; Ennew, Christine ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 203 KB ๐Ÿ‘ 3 views

The ability of futures markets to predict subsequent spot prices has been a controversial topic for a number of years. Empirical evidence to date is mixed; for any given market, some studies find evidence of efficiency, others of inefficiency. In part, these apparently conflicting findings reflect d