论文信息 - The value of information in the presence of futures markets - 字舞流文

The value of information in the presence of futures markets

Itzhak Zilcha | Eyal Sulganik | Eyal Sulganik | I. Zilcha

[1] D. Blackwell. Equivalent Comparisons of Experiments , 1953 .

[2] Testing futures market efficiency—A restatement , 1985 .

[3] M. Kawai,et al. International trade with forward-futures markets under exchange rate and price uncertainty , 1986 .

[4] A. Chowdhury. Futures market efficiency: Evidence from cointegration tests , 1991 .

[5] D. M. Holthausen,et al. Hedging and the Competitive Firm under Price Uncertainty , 1979 .

[6] M. Kawai. The Behaviour of an Open-Economy Firm under Flexible Exchange Rates , 1981 .

[7] Andrew Schmitz,et al. Futures Markets and the Theory of the Firm under Price Uncertainty , 1980 .

[8] A. Sandmo. On the theory of the competitive firm under price uncertainty , 1971 .

[9] Jean-Pierre Danthine,et al. Information, futures prices, and stabilizing speculation , 1978 .

[10] S. Ross,et al. The relation between forward prices and futures prices , 1981 .