Behaviour and performance of key market players in the US futures markets
This study gives an insight into the behaviour and performance of large speculators and large hedgers in 29 US futures markets. Using a trading determinant model and priced risk factors such as net positions and sentiment index, results suggest hedgers (speculators) exhibit significant positive feed...
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| Format: | Thesis |
| Language: | English |
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Curtin University
2008
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| Online Access: | http://hdl.handle.net/20.500.11937/1287 |