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(Micro) fads in asset prices: Evidence from the futures market
Author(s) -
Gay Gerald D.,
Kale Jayant R.,
Kolb Robert W.,
Noe Thomas H.
Publication year - 1994
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990140603
Subject(s) - atlanta , miami , state (computer science) , futures contract , management , library science , economics , finance , history , computer science , environmental science , archaeology , metropolitan area , algorithm , soil science
Investigates futures market efficiency. Anomalies in asset prices; Test for fads in futures markets; Data description; Price effects; Trading rule tests; Volume effects.