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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Bibliographic Details
Main Authors: Jeenath Mehron Mohd Yahaya, Nuraihan Mohd Bashir, Masataka Wada
Other Authors: Kang, Joseph Choong Seok
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/9521
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Institution: Nanyang Technological University

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