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).
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/9286 |
| _version_ | 1811693575784628224 |
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| author | Peh, Chin Yang. Seah, Siow Siang. Norhayati Rashid. |
| author2 | Kang, joseph Choong Seok |
| author_facet | Kang, joseph Choong Seok Peh, Chin Yang. Seah, Siow Siang. Norhayati Rashid. |
| author_sort | Peh, Chin Yang. |
| collection | NTU |
| description | 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). |
| first_indexed | 2024-10-01T06:53:52Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/9286 |
| institution | Nanyang Technological University |
| last_indexed | 2024-10-01T06:53:52Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-10356/92862023-05-19T05:45:01Z Trading behaviour and return performance of hedgers and speculators : stock index futures 1992 - 2003 Peh, Chin Yang. Seah, Siow Siang. Norhayati Rashid. Kang, joseph Choong Seok Nanyang Business School DRNTU::Business::Finance::Futures 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). 2008-09-24T07:30:33Z 2008-09-24T07:30:33Z 2004 2004 Final Year Project (FYP) http://hdl.handle.net/10356/9286 Nanyang Technological University application/pdf |
| spellingShingle | DRNTU::Business::Finance::Futures Peh, Chin Yang. Seah, Siow Siang. Norhayati Rashid. Trading behaviour and return performance of hedgers and speculators : stock index futures 1992 - 2003 |
| title | Trading behaviour and return performance of hedgers and speculators : stock index futures 1992 - 2003 |
| title_full | Trading behaviour and return performance of hedgers and speculators : stock index futures 1992 - 2003 |
| title_fullStr | Trading behaviour and return performance of hedgers and speculators : stock index futures 1992 - 2003 |
| title_full_unstemmed | Trading behaviour and return performance of hedgers and speculators : stock index futures 1992 - 2003 |
| title_short | Trading behaviour and return performance of hedgers and speculators : stock index futures 1992 - 2003 |
| title_sort | trading behaviour and return performance of hedgers and speculators stock index futures 1992 2003 |
| topic | DRNTU::Business::Finance::Futures |
| url | http://hdl.handle.net/10356/9286 |
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