Trading behaviour and return performance of hedgers and speculators : stock index futures 1992 - 2003
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).
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| Main Authors: | , , |
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| 其他作者: | |
| 格式: | Final Year Project |
| 出版: |
2008
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| 在線閱讀: | http://hdl.handle.net/10356/9286 |
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