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Sequential Structure of Futures Markets and the Value of Improving Information: An Example

By: Jerry R. Green
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Abstract

In an example, the value of improving information is computed under alternative structures for the timing of futures markets. It is always beneficial if futures markets are active both before and after the information is revealed.

Citation

Green, Jerry R. "Sequential Structure of Futures Markets and the Value of Improving Information: An Example." Economics Letters 1, no. 1 (1978): 29–32.

About The Author

Jerry R. Green

Negotiation, Organizations & Markets
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