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Author:   Robert J. Hodrick
Publisher:   Harwood-Academic Publishers
Imprint:   Harwood-Academic Publishers
Dimensions:   Width: 13.80cm , Height: 1.00cm , Length: 21.60cm
Weight:   0.226kg
ISBN:  

9783718604159

ISBN 10:   3718604159
Pages:   174
Publication Date:   25 August 1987
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

1. Introduction 2. Asset Pricing Theory 3. Econometric Tests of the Efficiency Hypothesis: Autocorrelation and Unbiasedness 4. Alternative Interpretations of Rejections of the Unbiasedness Hypothesis 5. Econometric Models of Risk Premiums 6. Evaluation of Forecasts 7. Empirical Investigation of Foreign Currency Futures 8. Conclusions

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Robert J. Hodrick

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