Trading behaviour and return performance of hedgers and speculators : stock index futures 1992 - 2003
Peh, Chin Yang.
Seah, Siow Siang.
Date of Issue2004
College of Business (Nanyang Business School)
This paper examines the trading behaviour and return performance of hedgers and speculators in six standard and five e-mini stock-index futures traded in Chicago Board of Trade Exchange (CBOT) and Chicago Mercantile Exchange (CME).
Final Year Project (FYP)
Nanyang Technological University