A Reappraisal of the Efficiency of Financial Markets
A Reappraisal of the Efficiency of Financial Markets

Author: Rui M.C. Guimaraes

Publisher: Springer Science & Business Media

Published: 2013-06-29

Total Pages: 799

ISBN-13: 3642747418

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The behaviour of market prices is a fascinating subject for researchers. Opinions vary substantially. from the view that prices accurately and quickly reflect relevant information to the other extreme that prices are not rationally determined and are hence to some degree predictable. This diversity of belief about the efficiency of markets is reflected in these proceedings of the NATO Advanced Research Workshop on "A reappraisal of the efficiency of financial markets". The thirty-one workshop papers cover stock. currency and commodity markets. We are pleased to have contributions on markets in eleven NATO countries: Belgium. Canada. Denmark. France. Germany. Greece. Italy. the Netherlands. Portugal. the United Kingdom and the United States. The workshop papers thus provide a wide-ranging account of contemporary research into financial markets worldwide. The workshop was held at the Hotel do Mar. Sesimbra. Portugal from April 11 th to April 15th. 1988. We record our gratitude to Jose Cabral for ensuring the smooth progress of the workshop. The generous financial assistance of NATO was supplemented by contributions from: The Chicago Board of Trade. Alianca Seguradora. Banco Comercial Portugues. Fundacao Luso-Americana Para 0 Desenvolvimento. Junta Nacional de Investigacao Cientifica e Tecnologica. We speak for all the workshop participants in expressing our thanks to all our sponsors. Rui M. Campos Guimaraes. University of Porto.

Information Efficiency in Financial and Betting Markets
Information Efficiency in Financial and Betting Markets

Author: Leighton Vaughan Williams

Publisher: Cambridge University Press

Published: 2005-09-29

Total Pages: 412

ISBN-13: 1139445405

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The degree to which markets incorporate information is one of the most important questions facing economists today. This book provides a fascinating study of the existence and extent of information efficiency in financial markets, with a special focus on betting markets. Betting markets are selected for study because they incorporate features highly appropriate to a study of information efficiency, in particular the fact that each bet has a well-defined end point at which its value becomes certain. Using international examples, this book reviews and analyses the issue of information efficiency in both financial and betting markets. Part I is an extensive survey of the existing literature, while Part II presents a range of readings by leading academics. Insights gained from the book will interest students of financial economics, financial market analysts, mathematicians and statisticians, and all those with a special interest in finance or gambling.

Rational Expectations and Efficiency in Futures Markets
Rational Expectations and Efficiency in Futures Markets

Author: Barry Goss

Publisher: Routledge

Published: 2005-10-09

Total Pages: 240

ISBN-13: 1134975201

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Do traders in futures markets make use of all relevant information and is this reflected in prices? This collection of original essays by a team of international economists considers these and other questions central to futures markets.

Foreign Exchange Issues, Capital Markets and International Banking in the 1990s (RLE Banking & Finance)
Foreign Exchange Issues, Capital Markets and International Banking in the 1990s (RLE Banking & Finance)

Author: Khosrow Fatemi

Publisher: Routledge

Published: 2012-10-12

Total Pages: 298

ISBN-13: 1136267441

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The need for continued analysis and evaluation of the international financial system is as pressing now as it was when this book was originally published. This volume provides an in-depth analysis of certain aspects of the international financial system. Specifically it addresses four of the most important financial and monetary issues of the present time: exchange rate, capital markets, international banking and external debt and international financial management.

Foreign Exchange Issues, Capital Markets and International Banking in the 1990s (RLE Banking and Finance)
Foreign Exchange Issues, Capital Markets and International Banking in the 1990s (RLE Banking and Finance)

Author: Khosrow Fatemi

Publisher: Routledge

Published: 2012-05-25

Total Pages: 298

ISBN-13: 0415538807

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The need for continued analysis and evaluation of the international financial system is as pressing now as it was when this book was originally published. This volume provides an in-depth analysis of certain aspects of the international financial system. Specifically it addresses four of the most important financial and monetary issues of the present time: exchange rate, capital markets, international banking and external debt and international financial management.

Finance
Finance

Author: R.A. Jarrow

Publisher: Elsevier

Published: 1995-12-15

Total Pages: 1204

ISBN-13: 9780444890849

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Hardbound. The Handbook of Finance is a primary reference work for financial economics and financial modeling students, faculty and practitioners. The expository treatments are suitable for masters and PhD students, with discussions leading from first principles to current research, with reference to important research works in the area. The Handbook is intended to be a synopsis of the current state of various aspects of the theory of financial economics and its application to important financial problems. The coverage consists of thirty-three chapters written by leading experts in the field. The contributions are in two broad categories: capital markets and corporate finance.

Computational Finance and Its Applications III
Computational Finance and Its Applications III

Author: M. Costantino

Publisher: WIT Press

Published: 2008

Total Pages: 257

ISBN-13: 1845641116

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Featuring papers from the Third International Conference on Computational Finance and its Applications, the text includes papers that encompass a wide range of topics such as modern financial services technologies, derivatives pricing, portfolio management and asset allocation, and intelligent trading agents.

Routledge Library Editions: Banking & Finance
Routledge Library Editions: Banking & Finance

Author: Various

Publisher: Routledge

Published: 2021-12-02

Total Pages: 10558

ISBN-13: 1136264922

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Current interest in the history of money and banking remains strong and it is opportune to survey developments both in the UK, USA, Europe and Asia. This set provides historical analysis which incorporates research from the early twentieth century onwards in a form that is both accessible to students of money & banking and economists, economic historians and bankers This set re-issues 38 volumes originally published between 1900 and 2000. It charts the history of early banking, discusses banking in the UK, Europe,Japan and the USA, analyses banks as multinationals, the UK mortgage market, banking policy and structure and examines specific sectors such as gilts and gold.

Stock Index Futures
Stock Index Futures

Author: Charles M.S. Sutcliffe

Publisher: Routledge

Published: 2018-01-18

Total Pages: 534

ISBN-13: 1351148559

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The global value of trading in index futures is about $20 trillion per year and rising and for many countries the value traded is similar to that traded on their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. Stock Index Futures 3/e contains many teaching and learning aids including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.

International Finance
International Finance

Author: Dilip Das

Publisher: Routledge

Published: 2003-09-02

Total Pages: 636

ISBN-13: 1134871961

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In this updated fourth edition, author Maurice Levi successfully integrates both the micro and macro aspects of international finance. He sucessfully explores managerial issues and focuses on problems arising from financial trading relations between nations, whilst covering key topics such as: * organization of foreign exchange markets * determination of exchange rates * the fundamental principles of international finance * foreign exchange risk and exposure * fixed and flexible exchange rates. This impressive new edition builds and improves upon the popular style and structure of the original. With new data, improved pedagogy, and coverage of all of the main developments in international finance over the last few years, this book will prove essential reading for students of economics and business.