Measurement errors in index trader positions data : is the price pressure hypothesis still invalid?
Martin T. Bohl, Nicole Branger, Mark Trede
| Year of publication: |
2022
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| 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 | Aktienindex | Stock index | Volatilität | Volatility | Schätzung | Estimation | Messung | Measurement | Wertpapierhandel | Securities trading | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/aepp.13186 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013383622