Park, Jaehwan - In: International Journal of Financial Studies : open … 7 (2019) 2/32, pp. 1-9
This paper employs Granger causality tests to analyze the role of speculators using weekly COTR (commitment of traders reports) data covering the period of August 2014 to July 2017. The paper presents statistically significant evidence that the position changes of speculators, such as hedge...
