Measurement errors in index trader positions data : is the price pressure hypothesis still invalid?
Year of publication: |
2022
|
---|---|
Authors: | Bohl, Martin T. ; Branger, Nicole ; Trede, Mark |
Published in: |
Applied economic perspectives and policy. - Hoboken, NJ : Wiley, ISSN 2040-5804, ZDB-ID 2529839-2. - Vol. 44.2022, 3, p. 1534-1553
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Subject: | CFTC data | commodity futures markets | index traders | Masters's Price pressure hypothesis | measurement errors | Statistischer Fehler | Statistical error | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Index | Index number | Aktienindex | Stock index | Index-Futures | Index futures |
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