(Micro) fads in asset prices: evidence from the futures market

Noe, Thomas, Gay, Gerald, Kolb, Robert and Kale, Jayant R (1994) (Micro) fads in asset prices: evidence from the futures market. The Journal of Futures Markets, 14 (6). pp. 637-659.

Abstract

Investigates futures market efficiency. Anomalies in asset prices; Test for fads in futures markets; Data description; Price effects; Trading rule tests; Volume effects..

Item Type: Article
Keywords: Futures market; Securities and Commodity Exchanges; finance
Subject(s): Finance
Date Deposited: 17 Nov 2011 12:28
Last Modified: 02 Mar 2017 10:44
Funders: N/A
URI: http://eureka.sbs.ox.ac.uk/id/eprint/1145

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