Behaviour and performance of key market players in the US futures markets

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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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Bibliographic Details
Main Author:	Gurrib, Muhammad Ikhlaas
Format:	Thesis
Language:	English
Published:	Curtin University 2008
Subjects:	hedgers CFTC (Commodity Futures Trading Commission) speculators US futures markets
Online Access:	http://hdl.handle.net/20.500.11937/1287

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