Trading behaviour and return performance of speculators and hedgers : currency and precious-metal futures 1992 - 2003

Trading behaviour and return performance of speculators and hedgers : currency and precious-metal futures 1992 - 2003

This paper investigates the trading behaviour and return performance of hedgers and speculators in eight currency and four precious metal futures contracts.For the investigation, we construct weekly data on futures returns, three pricing factors, and major traders’ net futures positions for the peri...

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Main Authors: Jeenath Mehron Mohd Yahaya, Nuraihan Mohd Bashir, Masataka Wada
Other Authors: Kang, Joseph Choong Seok
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Futures
Online Access:http://hdl.handle.net/10356/9521
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-9521
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spelling sg-ntu-dr.10356-95212023-05-19T06:24:07Z Trading behaviour and return performance of speculators and hedgers : currency and precious-metal futures 1992 - 2003 Jeenath Mehron Mohd Yahaya Nuraihan Mohd Bashir Masataka Wada Kang, Joseph Choong Seok Nanyang Business School DRNTU::Business::Finance::Futures This paper investigates the trading behaviour and return performance of hedgers and speculators in eight currency and four precious metal futures contracts.For the investigation, we construct weekly data on futures returns, three pricing factors, and major traders’ net futures positions for the period from October 1992 to November 2003. 2008-09-24T07:33:17Z 2008-09-24T07:33:17Z 2004 2004 Final Year Project (FYP) http://hdl.handle.net/10356/9521 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Futures
spellingShingle DRNTU::Business::Finance::Futures
Jeenath Mehron Mohd Yahaya
Nuraihan Mohd Bashir
Masataka Wada
Trading behaviour and return performance of speculators and hedgers : currency and precious-metal futures 1992 - 2003
description This paper investigates the trading behaviour and return performance of hedgers and speculators in eight currency and four precious metal futures contracts.For the investigation, we construct weekly data on futures returns, three pricing factors, and major traders’ net futures positions for the period from October 1992 to November 2003.
author2 Kang, Joseph Choong Seok
author_facet Kang, Joseph Choong Seok
Jeenath Mehron Mohd Yahaya
Nuraihan Mohd Bashir
Masataka Wada
format Final Year Project
author Jeenath Mehron Mohd Yahaya
Nuraihan Mohd Bashir
Masataka Wada
author_sort Jeenath Mehron Mohd Yahaya
title Trading behaviour and return performance of speculators and hedgers : currency and precious-metal futures 1992 - 2003
title_short Trading behaviour and return performance of speculators and hedgers : currency and precious-metal futures 1992 - 2003
title_full Trading behaviour and return performance of speculators and hedgers : currency and precious-metal futures 1992 - 2003
title_fullStr Trading behaviour and return performance of speculators and hedgers : currency and precious-metal futures 1992 - 2003
title_full_unstemmed Trading behaviour and return performance of speculators and hedgers : currency and precious-metal futures 1992 - 2003
title_sort trading behaviour and return performance of speculators and hedgers : currency and precious-metal futures 1992 - 2003
publishDate 2008
url http://hdl.handle.net/10356/9521
_version_ 1770565567813517312

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