Natural seclection and market efficiency in a futures market with random shocks

Article Abstract:

Futures markets serve to select market information efficiently in an evolutionary commodity market. The market shifts wealth to traders with more accurate information. In conditions of low volatility, market prices and the futures prices will converge, and vice versa.

Economic aspects, Industrial efficiency, Economic efficiency, Natural selection, Evolution (Biology), Evolution, Commodity futures, Human information processing

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An examination of the impact of macroeconomic news on the spot and futures treasuries markets

Article Abstract:

The reaction of daily cash and futures prices are analyzed for various Treasury securities to the release of U.S. macroeconomic news. The important results that were derived are reported.

Forecasts, trends, outlooks, Forecasts and trends, Market trend/market analysis, Macroeconomics

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The economic advantages of learners in a spot/ futures market

Article Abstract:

The economic advantages of learners in a futures market are examined. A dynamic model of learning is developed in which both a spot market and futures market exist for real good.

Economic conditions

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