Martingale, market efficiency and commodity prices-Reference-Cited by-同舟云学术

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Martingale, market efficiency and commodity prices

Published:1977-01 Issue:1 Volume:10 Page:1-17
ISSN:0014-2921
Container-title:European Economic Review
language:en
Short-container-title:European Economic Review

Author:

Danthine Jean-Pierre

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference16 articles.

1. Information, martingales and prices;Alchain;Swedish Journal of Economics,1974

2. Discounted dynamic programming;Blackwell;Annals of Mathematical Statistics,1965

3. Information, futures prices and stabilizing speculation;Danthine,1976

4. Valuation equilibrium and Paceto Optimum;Decien;Proceedings of the National Academy of Science,1954

5. Efficient capital markets: A review of theory and empirical work;Fama;The Journal of Finance,1970

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