Trading behaviour and return performance of hedgers and speculators : soft commodity futures 1992-2003
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.
Main Authors: | Kan, Wai Kheng, Pan, Meiyi, Hui, Catherine Lo Ming |
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Other Authors: | Kang, Joseph Choong Seok |
Format: | Final Year Project (FYP) |
Published: |
2008
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/9407 |
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