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The purpose of this paper is to investigate the performance of agricultural market advisory services in marketing wheat … advisory service recommendations for wheat are available from the AgMAS Project for the 1995, 1996, 1997 and 1998 marketing … performance measures for overlapping and non-overlapping adjacent marketing years. In general, the predictability results provide …
Persistent link: https://www.econbiz.de/10005344113
This study uses the newly available data from the CFTC to investigate the market impact of futures trading by large hedge funds and CTAs. Regression results show that there is a positive relationship between the trading volume of large hedge funds and CTAs and market volatility. However, a...
Persistent link: https://www.econbiz.de/10005807878