Trading behaviour and return performance of hedgers and speculators : stock index futures 1992 - 2003

• المؤلفون الرئيسيون: Peh, Chin Yang., Seah, Siow Siang., Norhayati Rashid.
• مؤلفون آخرون: Kang, joseph Choong Seok
• التنسيق: Final Year Project
• منشور في: 2008
• الموضوعات: DRNTU::Business::Finance::Futures
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/9286

This paper examines the trading behaviour and return performance of hedgers and speculators in six standard and five e-mini stock-index futures traded in Chicago Board of Trade Exchange (CBOT) and Chicago Mercantile Exchange (CME).