Wednesday, September 21, 2011

Commodity Futures Markets and the Law of One Price

Commodity Futures Markets and the Law of One Price
by Arvind K. Jain

ISBN: 0877122105 / 0-87712-210-5

Book Description:
University of Michigan Division of Research, Ann Arbor, Michigan, U.S.A., 1980. Soft cover. 1st Edition. 8vo - over 7¾ - 9¾" tall. Softcover, Tan wrappers with title over red to cover and black title to spine, Library of Congress stamps to flyleaf (see photo),138 pages. Michigan International Business Studies, Number 16, Division of Research, Graduate School of Business Administration, No dust jacket.

Contents: Exhibits, Tables, Foreword, Acknowledgments, I. Introduction, 2. Past Studies of Integration and Price Movement, 3. A Model of Arbitrage in Commodity Markets, 4. Methodology for Testing the Model, 5. Data Analysis, 6. Conclusion, Appendix: Tables of Analysis of Community Prices, Bibliography. -- end. Extremely Scarce Title on Commodity Price Theory, Collectible.

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$75.00


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