(Micro) fads in asset prices: evidence from the futures market
Investigates futures market efficiency. Anomalies in asset prices; Test for fads in futures markets; Data description; Price effects; Trading rule tests; Volume effects..
| Autores principales: | , , , |
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| Formato: | Journal article |
| Publicado: |
1994
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| Sumario: | Investigates futures market efficiency. Anomalies in asset prices; Test for fads in futures markets; Data description; Price effects; Trading rule tests; Volume effects.. |
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