The Information Content of Prices in Derivative Security Markets

The Information Content of Prices in Derivative Security Markets
Prices in futures markets and option markets reflect expectations about future price movements in spot markets, but these prices can also be influenced by risk premia. Futures and forward prices are sometimes interpreted as market expectations for future spot prices, and option prices are used to calculate the market's expectations for future... READ MORE...

Publication date: December 1991
ISBN 9781451932553
$15.00

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