Trading behaviour and return performance of hedgers and speculators : soft commodity futures 1992-2003

• Main Authors: Kan, Wai Kheng, Pan, Meiyi, Hui, Catherine Lo Ming
• Other Authors: Kang, Joseph Choong Seok
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Futures
• Online Access: http://hdl.handle.net/10356/9407
• Institution: Nanyang Technological University

This paper examines the trading behaviour and return performance of hedgers and speculators in 15 soft commodity futures contracts for each of spot-month periods from 1992 to 2003.