The commitment of traders report as a trading signal? : short-term price reversals and market efficiency in the US-futures market
Simon Dreesmann, Tim Alexander Herberger, Michel Charifzadeh
| Year of publication: |
2023
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| Authors: | Dreesmann, Simon ; Herberger, Tim ; Charifzadeh, Michel |
| Published in: |
International Journal of Financial Markets and Derivatives : IJFMD. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 2545128-5. - Vol. 9.2023, 1/2, p. 76-113
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| Subject: | futures short-term reversal trading strategy | Commitment of Traders report | portfolio optimisation | Monte Carlo simulation | efficient derivatives market | Derivat | Derivative | Effizienzmarkthypothese | Efficient market hypothesis | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading | Anlageverhalten | Behavioural finance | Theorie | Theory | Monte-Carlo-Simulation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJFMD.2023.129093 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014311712