(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..

书目详细资料
Main Authors:	Noe, T, Gay, G, Kolb, R, Kale, J
格式:	Journal article
出版:	1994

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