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Introduction

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  • BARRY A. GOSS
  • JEROME L. STEIN

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  • Barry A. Goss & Jerome L. Stein, 1992. "Introduction," The Economic Record, The Economic Society of Australia, vol. 68(S1), pages 1-9, December.
    • Handle: RePEc:bla:ecorec:v:68:y:1992:i:s1:p:1-9
    DOI: 10.1111/j.1475-4932.1992.tb02290.x
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    References listed on IDEAS

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    1. Hansen, Lars Peter & Hodrick, Robert J, 1980. "Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis," Journal of Political Economy, University of Chicago Press, vol. 88(5), pages 829-853, October.
    2. Raymond M. Leuthold & Peter A. Hartmann, 1979. "A Semi-Strong Form Evaluation of the Efficiency of the Hog Futures Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 61(3), pages 482-489.
    3. Praetz, Peter D, 1975. "Testing the Efficient Markets Theory on the Sydney Wool Futures Exchange," Australian Economic Papers, Wiley Blackwell, vol. 14(25), pages 240-249, December.
    4. David E. A. Giles & Barry A. Goss & Olive P. L. Chin, 1985. "Intertemporal Allocation in the Corn and Soybean Markets with Rational Expectations," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 67(4), pages 749-760.
    5. MacDonald, Ronald & Taylor, Mark P, 1988. "Testing Rational Expectations and Efficiency in the London Metal Exchange," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(1), pages 41-52, February.
    6. Goss, Barry A, 1987. "Wool Prices and Publicly Available Information," Australian Economic Papers, Wiley Blackwell, vol. 26(49), pages 225-236, December.
    7. Dusak, Katherine, 1973. "Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums," Journal of Political Economy, University of Chicago Press, vol. 81(6), pages 1387-1406, Nov.-Dec..
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