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What do movements in financial traders' net long positions reveal about aggregate stock returns?

Dunbar, Kwamie; Jiang, Jing - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012659089

Do traders' positions predict oil futures prices? A case study of the 2008 oil market turbulence

Choi, Sunghee; Hwang, Seok-Joon - In: International Journal of Global Energy Issues 35 (2012) 6, pp. 456-464

2008 oil market turbulence. It is found that the three-week-long trend of traders' net long position significantly …

Persistent link: https://www.econbiz.de/10010816948

Comportamiento de los tipos de cambio internacional y doméstico durante la inestabilidad financiera

Palomino Selem, Carlos - In: Pensamiento crítico : revista del Instituto de … 17 (2012) 1, pp. 67-78

Persistent link: https://www.econbiz.de/10011520924

Evaluating Athens Stock Exchange market efficiency: Is a mean-variance filter profitable?

Vlachos, Vasileios A.; Kalimeris, Dimitris K. - In: International Journal of Trade and Global Markets 3 (2010) 3, pp. 312-325

the short position in relation to the long position under the criterion of maximum profit generation. …

Persistent link: https://www.econbiz.de/10009352797

A probabilistic analysis of the trading the line strategy

Abramov, V.; Khan, M. K.; Khan, R. A. - In: Quantitative Finance 8 (2008) 5, pp. 499-512

We provide analytic models for which the appropriate statistics of the trading the line strategy, Nh, can be derived in closed form. In particular, we provide closed-form expressions concerning the average duration of the open position, E(Nh), the variance of the open duration, Var(Nh), the...

Persistent link: https://www.econbiz.de/10005495731