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

Noe, Thomas (1991) (Micro) fads in asset prices: Evidence from the futures market. In: Western Finance Association Annual Conference, 20 June, 1991, Jackson Hole, Wyoming, USA.

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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: Conference or Workshop Item (Paper)
Keywords: Futures market; Securities and Commodity Exchanges
Subject(s): Finance
Centre: Faculty of Finance
Date Deposited: 12 Jun 2012 08:48
Last Modified: 23 Oct 2015 14:07
URI: http://eureka.sbs.ox.ac.uk/id/eprint/3847

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