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.
Investigates futures market efficiency. Anomalies in asset prices; Test for fads in futures markets; Data description; Price effects; Trading rule tests; Volume effects..
|Keywords:||Futures market; Securities and Commodity Exchanges|
|Centre:||Faculty of Finance|
|Date Deposited:||17 Nov 2011 12:28|
|Last Modified:||23 Oct 2015 14:06|
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