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Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis

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Bray, Margaret M
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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 49 (1981)
Issue (Month): 3 (May)
Pages: 575-96
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Handle: RePEc:ecm:emetrp:v:49:y:1981:i:3:p:575-96

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  1. Pascal Alphonse, 2000. "Efficient Price Discovery in Stock Index Cash and Futures Markets," Annales d'Economie et de Statistique, ADRES, issue 60, pages 08, Octobre-D. [Downloadable!]
  2. Richard K. Lyons, 1993. "Optimal Transparency in a Dealership Market with an Application to Foreign Exchange," NBER Working Papers 4467, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Palm, F.C. & Vogelvang, E., 1985. "An econometric analysis of the short-run demand for coffee," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  4. Alexander Gümbel, 2001. "Emerging Markets and Entry by Actively Managed Funds," OFRC Working Papers Series 2001fe12, Oxford Financial Research Centre. [Downloadable!]
  5. Matthew Spiegel, 1996. "Stock Price Volatility in a Multiple Security Overlapping Generations Model," Finance 9608002, EconWPA. [Downloadable!]
  6. Palm, F.C. & Vogelvang, E., 1986. "A short run econometric analysis of the international coffee market," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    Other versions:
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